+5.9%
FXI vs FGI
-70.4%
+76.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.5% | -6.0% | +1.5% |
| 7D | +1.0% | +0.5% | +0.5% | +1.0% |
| 30D | -0.6% | +65.4% | -66.0% | -1.4% |
| 3M | +1.9% | +23.5% | -21.6% | +1.3% |
| 6M | -0.2% | +60.5% | -60.7% | -1.6% |
| YTD | -5.6% | +30.0% | -35.6% | -6.7% |
| 1Y | -4.7% | +82.1% | -86.7% | -6.8% |
| 3Y | +38.0% | -4.4% | +42.4% | +36.1% |
| All | +5.9% | -70.4% | +76.3% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling