+2,147.1%
ON vs FXI
+221.5%
+1,925.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | 0.0% |
| 7D | +2.4% | +1.0% | +1.4% | +1.7% |
| 30D | -3.3% | -0.6% | -2.7% | -3.1% |
| 3M | -43.6% | +1.9% | -45.5% | -44.3% |
| 6M | +19.0% | -0.2% | +19.1% | +19.4% |
| YTD | +37.4% | -5.6% | +42.9% | +42.8% |
| 1Y | +54.8% | -4.7% | +59.4% | +60.3% |
| 3Y | -25.2% | +38.0% | -63.2% | -41.7% |
| 5Y | +62.7% | -2.7% | +65.4% | +53.4% |
| 10Y | +574.3% | +19.9% | +554.4% | +488.2% |
| All | +2,147.1% | +221.5% | +1,925.6% | +683.3% |
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 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