+361.6%
PSX vs FXI
+19.2%
+342.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +7.8% | -4.2% | +12.0% | +9.5% |
| 30D | -10.9% | -1.1% | -9.8% | -10.7% |
| 3M | +14.5% | -4.0% | +18.4% | +15.8% |
| 6M | +56.1% | -11.8% | +68.0% | +62.7% |
| YTD | +109.6% | -11.9% | +121.5% | +117.4% |
| 1Y | +95.5% | -16.1% | +111.6% | +106.8% |
| 3Y | +156.2% | +38.8% | +117.4% | +115.3% |
| 5Y | +310.0% | -9.1% | +319.1% | +315.2% |
| All | +361.6% | +19.2% | +342.4% | +307.9% |
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