+732.1%
O vs FXI
+208.4%
+523.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | +3.5% | +3.7% | -0.1% | +2.1% |
| 30D | +10.4% | +0.5% | +9.9% | +10.2% |
| 3M | -2.4% | -5.7% | +3.3% | -0.3% |
| 6M | -1.2% | -6.9% | +5.7% | +1.2% |
| YTD | +10.4% | -9.5% | +19.9% | +14.0% |
| 1Y | +11.4% | -14.0% | +25.5% | +17.4% |
| 3Y | +40.4% | +44.5% | -4.1% | +14.0% |
| 5Y | +12.1% | -2.8% | +14.9% | +2.1% |
| 10Y | +82.7% | +20.3% | +62.4% | +43.3% |
| All | +732.1% | +208.4% | +523.8% | +275.5% |
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 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