+465.0%
JPM vs FXI
+19.2%
+445.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +3.5% | -4.2% | +7.7% | +5.0% |
| 30D | +3.3% | -1.1% | +4.4% | +3.6% |
| 3M | -4.2% | -4.0% | -0.2% | -3.0% |
| 6M | +16.4% | -11.8% | +28.2% | +21.1% |
| YTD | +9.5% | -11.9% | +21.4% | +13.7% |
| 1Y | +14.0% | -16.1% | +30.1% | +20.4% |
| 3Y | +153.1% | +38.8% | +114.3% | +114.4% |
| 5Y | +134.9% | -9.1% | +144.0% | +136.6% |
| All | +465.0% | +19.2% | +445.8% | +389.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 10y: compounded portfolio wealth divided by compounded FXI 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…
10y analysis · Full analysis span regression · 6 months rolling