+1,505.6%
JPM vs FXI
+221.5%
+1,284.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.5% | -1.8% |
| 7D | +0.3% | +1.0% | -0.8% | -0.3% |
| 30D | -0.2% | -0.6% | +0.4% | 0.0% |
| 3M | +15.9% | +1.9% | +14.0% | +14.2% |
| 6M | +20.9% | -0.2% | +21.1% | +20.3% |
| YTD | +12.9% | -5.6% | +18.5% | +15.5% |
| 1Y | +20.3% | -4.7% | +25.0% | +22.1% |
| 3Y | +160.9% | +38.0% | +122.9% | +102.4% |
| 5Y | +154.8% | -2.7% | +157.5% | +124.7% |
| 10Y | +591.1% | +19.9% | +571.2% | +413.3% |
| All | +1,505.6% | +221.5% | +1,284.0% | +673.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling