+13.7%
O vs FXI
-7.1%
+20.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.1% |
| 7D | -0.6% | -1.0% | +0.4% | -0.5% |
| 30D | -2.0% | -3.2% | +1.3% | -1.6% |
| 3M | +3.0% | +1.7% | +1.3% | +2.8% |
| 6M | -3.6% | -1.6% | -2.1% | -3.6% |
| YTD | +12.1% | -7.9% | +20.0% | +12.9% |
| 1Y | +8.9% | -9.6% | +18.5% | +9.9% |
| 3Y | +30.3% | +40.5% | -10.1% | +23.6% |
| 5Y | +13.7% | -6.2% | +19.9% | +10.8% |
| All | +13.7% | -7.1% | +20.8% | +10.8% |
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