+45.1%
FXI vs FICO
-19.7%
+64.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.6% | -0.9% |
| 7D | +4.4% | -0.1% | +4.4% | +4.4% |
| 30D | +1.2% | +8.4% | -7.2% | +0.8% |
| 3M | -4.2% | -30.5% | +26.3% | -3.1% |
| 6M | -6.2% | -35.7% | +29.5% | -5.1% |
| YTD | -8.8% | -57.2% | +48.4% | -5.3% |
| 1Y | -11.6% | -58.4% | +46.8% | -8.0% |
| 3Y | +45.1% | -24.8% | +70.0% | +40.4% |
| All | +45.1% | -19.7% | +64.8% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 3y: compounded portfolio wealth divided by compounded FICO 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…
3y analysis · Full analysis span regression · 6 months rolling