+363.8%
PSX vs FXI
-7.1%
+370.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.0% | +2.1% |
| 7D | +2.8% | -1.0% | +3.8% | +3.0% |
| 30D | +27.8% | -3.2% | +31.0% | +28.6% |
| 3M | +42.0% | +1.7% | +40.4% | +41.4% |
| 6M | +58.1% | -1.6% | +59.7% | +58.1% |
| YTD | +105.0% | -7.9% | +112.9% | +108.0% |
| 1Y | +104.9% | -9.6% | +114.5% | +108.8% |
| 3Y | +134.1% | +40.5% | +93.6% | +114.5% |
| 5Y | +363.8% | -6.2% | +370.1% | +404.4% |
| All | +363.8% | -7.1% | +370.9% | +404.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling