+447.1%
META vs FXI
+19.2%
+427.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.2% |
| 7D | +3.1% | -4.2% | +7.2% | +5.2% |
| 30D | -18.2% | -2.0% | -16.2% | -17.4% |
| 3M | +7.8% | -5.0% | +12.8% | +10.4% |
| 6M | +3.6% | -9.6% | +13.2% | +8.4% |
| YTD | -5.3% | -11.9% | +6.6% | +0.3% |
| 1Y | +2.7% | -16.7% | +19.4% | +11.8% |
| 3Y | +91.5% | +40.6% | +50.9% | +51.2% |
| 5Y | +84.7% | -9.1% | +93.8% | +86.2% |
| All | +447.1% | +19.2% | +427.9% | +359.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling