+42.6%
FXI vs FICO
-24.0%
+66.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +1.0% |
| 7D | +6.9% | -0.3% | +7.1% | +6.9% |
| 30D | +3.5% | +1.7% | +1.7% | +3.2% |
| 3M | -3.2% | -35.2% | +32.0% | -1.7% |
| 6M | -3.5% | -33.7% | +30.1% | -2.7% |
| YTD | -8.1% | -58.2% | +50.1% | -4.5% |
| 1Y | -10.5% | -56.6% | +46.1% | -7.4% |
| All | +42.6% | -24.0% | +66.6% | +37.9% |
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