+97.6%
META vs FXI
-2.8%
+100.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | +3.3% | +3.7% | -0.4% | +1.7% |
| 30D | -10.8% | +0.5% | -11.2% | -11.0% |
| 3M | +7.9% | -5.7% | +13.6% | +10.3% |
| 6M | +5.4% | -6.9% | +12.3% | +8.1% |
| YTD | -2.6% | -9.5% | +6.9% | +1.0% |
| 1Y | +1.9% | -14.0% | +15.9% | +7.9% |
| 3Y | +97.0% | +44.5% | +52.4% | +61.3% |
| 5Y | +97.6% | -2.8% | +100.4% | +103.7% |
| All | +97.6% | -2.8% | +100.5% | +103.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling