+731.6%
O vs FXI
+210.6%
+521.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | +3.3% | +4.4% | -1.0% | +1.6% |
| 30D | +10.3% | +1.2% | +9.1% | +9.8% |
| 3M | -3.5% | -4.2% | +0.7% | -2.0% |
| 6M | -1.3% | -6.2% | +5.0% | +0.8% |
| YTD | +10.3% | -8.8% | +19.1% | +13.6% |
| 1Y | +10.4% | -11.6% | +22.0% | +15.0% |
| 3Y | +40.0% | +45.1% | -5.1% | +13.5% |
| 5Y | +12.4% | -1.2% | +13.5% | +1.5% |
| 10Y | +78.2% | +20.1% | +58.1% | +40.0% |
| All | +731.6% | +210.6% | +521.0% | +274.2% |
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