+1,497.9%
META vs FXI
+50.3%
+1,447.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.0% | -5.0% | -4.4% |
| 7D | -3.1% | +6.9% | -10.0% | -6.1% |
| 30D | -18.1% | +3.5% | -21.6% | -19.4% |
| 3M | +2.9% | -3.2% | +6.0% | +4.2% |
| 6M | +0.2% | -3.5% | +3.7% | +1.4% |
| YTD | -8.1% | -8.1% | 0.0% | -4.9% |
| 1Y | -4.5% | -10.5% | +6.0% | 0.0% |
| 3Y | +94.2% | +43.0% | +51.1% | +56.7% |
| 5Y | +79.1% | -0.1% | +79.2% | +69.1% |
| 10Y | +405.9% | +22.7% | +383.2% | +340.4% |
| All | +1,497.9% | +50.3% | +1,447.6% | +1,276.3% |
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