+0.5%
LOW vs FXI
-17.2%
+17.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +1.4% | -4.2% | +5.6% | +2.7% |
| 30D | +21.7% | -1.1% | +22.8% | +21.9% |
| 3M | +5.0% | -4.0% | +9.0% | +6.0% |
| 6M | +4.6% | -11.8% | +16.4% | +9.7% |
| YTD | -3.5% | -11.9% | +8.4% | -1.0% |
| 1Y | +0.5% | -16.1% | +16.7% | +5.1% |
| All | +0.5% | -17.2% | +17.8% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling