-7.8%
LOW vs FXI
+40.3%
-48.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.3% |
| 7D | +0.4% | -1.0% | +1.3% | +0.6% |
| 30D | -10.1% | -3.2% | -6.9% | -9.5% |
| 3M | -2.9% | +1.7% | -4.5% | -3.2% |
| 6M | -19.4% | -1.6% | -17.8% | -19.2% |
| YTD | -15.4% | -7.9% | -7.5% | -14.2% |
| 1Y | -24.9% | -9.6% | -15.3% | -23.7% |
| 3Y | -7.8% | +40.5% | -48.3% | -12.4% |
| All | -7.8% | +40.3% | -48.2% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling