+343.0%
PSX vs FXI
+22.5%
+320.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -7.8% | +3.7% | -11.5% | -9.2% |
| 30D | -9.9% | +0.5% | -10.4% | -10.2% |
| 3M | +16.9% | -5.7% | +22.6% | +19.1% |
| 6M | +48.0% | -6.9% | +54.9% | +51.1% |
| YTD | +98.3% | -9.5% | +107.8% | +103.8% |
| 1Y | +86.2% | -14.0% | +100.2% | +95.1% |
| 3Y | +144.0% | +44.5% | +99.4% | +101.9% |
| 5Y | +287.7% | -2.8% | +290.5% | +278.7% |
| All | +343.0% | +22.5% | +320.4% | +290.5% |
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 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