+55.3%
O vs FXI
+13.0%
+42.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.2% |
| 7D | -2.3% | -2.8% | +0.5% | -1.7% |
| 30D | -2.4% | -5.3% | +2.9% | -1.3% |
| 3M | -0.6% | +0.3% | -0.9% | -0.8% |
| 6M | -5.0% | -4.6% | -0.4% | -4.2% |
| YTD | +10.4% | -9.1% | +19.5% | +12.4% |
| 1Y | +6.6% | -12.0% | +18.5% | +9.2% |
| 3Y | +28.4% | +38.6% | -10.3% | +15.2% |
| 5Y | +15.3% | -6.6% | +21.9% | +15.2% |
| 10Y | +55.3% | +15.0% | +40.3% | +35.3% |
| All | +55.3% | +13.0% | +42.3% | +35.3% |
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 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