+1,149.3%
PSX vs FXI
+31.3%
+1,118.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.1% |
| 7D | +6.4% | -4.2% | +10.6% | +8.2% |
| 30D | -10.2% | -2.0% | -8.2% | -9.7% |
| 3M | +17.2% | -5.0% | +22.1% | +19.1% |
| 6M | +51.8% | -9.6% | +61.4% | +57.0% |
| YTD | +108.0% | -11.9% | +119.9% | +116.2% |
| 1Y | +96.1% | -16.7% | +112.8% | +108.6% |
| 3Y | +155.9% | +40.6% | +115.2% | +111.7% |
| 5Y | +306.9% | -9.1% | +316.0% | +298.0% |
| 10Y | +364.5% | +18.4% | +346.1% | +289.1% |
| All | +1,149.3% | +31.3% | +1,118.0% | +770.1% |
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