+131.9%
JPM vs FXI
-6.5%
+138.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.7% |
| 7D | -2.5% | -1.9% | -0.5% | -2.1% |
| 30D | +2.7% | -0.6% | +3.4% | +2.8% |
| 3M | -4.7% | -4.9% | +0.2% | -3.8% |
| 6M | +15.6% | -8.8% | +24.3% | +17.4% |
| YTD | +8.6% | -10.7% | +19.4% | +10.7% |
| 1Y | +10.9% | -15.2% | +26.1% | +14.2% |
| 3Y | +149.9% | +42.5% | +107.4% | +128.6% |
| 5Y | +131.9% | -7.8% | +139.8% | +142.6% |
| All | +131.9% | -6.5% | +138.5% | +142.6% |
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