+1,527.5%
META vs FXI
+54.3%
+1,473.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.3% |
| 7D | +6.7% | +1.0% | +5.7% | +6.2% |
| 30D | +4.8% | -0.6% | +5.3% | +5.0% |
| 3M | -1.6% | +1.9% | -3.5% | -2.6% |
| 6M | -7.5% | -0.2% | -7.3% | -7.6% |
| YTD | -6.4% | -5.6% | -0.8% | -4.2% |
| 1Y | -17.3% | -4.7% | -12.7% | -15.8% |
| 3Y | +109.9% | +38.0% | +71.9% | +72.7% |
| 5Y | +65.4% | -2.7% | +68.0% | +58.1% |
| 10Y | +391.8% | +19.9% | +371.9% | +330.3% |
| All | +1,527.5% | +54.3% | +1,473.2% | +1,286.4% |
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 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