+96.8%
META vs FXI
+39.4%
+57.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +5.2% | -4.2% | +9.4% | +6.3% |
| 30D | -13.0% | -1.1% | -11.9% | -12.8% |
| 3M | +7.9% | -4.0% | +11.9% | +8.9% |
| 6M | +4.2% | -11.8% | +16.1% | +7.3% |
| YTD | -2.5% | -11.9% | +9.4% | +0.2% |
| 1Y | +5.6% | -16.1% | +21.7% | +9.6% |
| 3Y | +96.8% | +38.8% | +58.0% | +100.8% |
| All | +96.8% | +39.4% | +57.4% | +100.8% |
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 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