+151.7%
JPM vs FXI
-4.8%
+156.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.0% | -1.0% |
| 7D | -0.4% | -1.0% | +0.6% | -0.2% |
| 30D | -1.1% | -3.2% | +2.1% | -0.5% |
| 3M | +14.1% | +1.7% | +12.5% | +13.6% |
| 6M | +23.3% | -1.6% | +24.9% | +23.5% |
| YTD | +11.3% | -7.9% | +19.2% | +12.8% |
| 1Y | +23.0% | -9.6% | +32.6% | +25.1% |
| 3Y | +162.6% | +40.5% | +122.1% | +141.1% |
| All | +151.7% | -4.8% | +156.4% | +152.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling