+980.6%
LOW vs FXI
+221.5%
+759.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.3% | +0.7% |
| 7D | -1.7% | +1.0% | -2.8% | -2.1% |
| 30D | -7.0% | -0.6% | -6.5% | -6.9% |
| 3M | -0.9% | +1.9% | -2.8% | -1.8% |
| 6M | -20.1% | -0.2% | -19.9% | -20.3% |
| YTD | -13.9% | -5.6% | -8.3% | -12.4% |
| 1Y | -21.1% | -4.7% | -16.5% | -20.3% |
| 3Y | -6.6% | +38.0% | -44.7% | -20.8% |
| 5Y | +9.4% | -2.7% | +12.0% | +1.4% |
| 10Y | +220.5% | +19.9% | +200.6% | +169.4% |
| All | +980.6% | +221.5% | +759.0% | +451.8% |
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