+82.7%
O vs FXI
+19.2%
+63.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | +3.5% | +3.7% | -0.1% | +2.7% |
| 30D | +10.4% | +0.5% | +9.9% | +10.3% |
| 3M | -2.4% | -5.7% | +3.3% | -1.2% |
| 6M | -1.2% | -6.9% | +5.7% | +0.1% |
| YTD | +10.4% | -9.5% | +19.9% | +12.4% |
| 1Y | +11.4% | -14.0% | +25.5% | +14.8% |
| 3Y | +40.4% | +44.5% | -4.1% | +24.8% |
| 5Y | +12.1% | -2.8% | +14.9% | +10.5% |
| 10Y | +82.7% | +20.3% | +62.4% | +63.5% |
| All | +82.7% | +19.2% | +63.5% | +63.5% |
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