+568.6%
SE vs FXI
-6.8%
+575.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.0% |
| 7D | -3.6% | -2.8% | -0.8% | -1.3% |
| 30D | -5.3% | -5.3% | 0.0% | -1.0% |
| 3M | +28.1% | +0.3% | +27.7% | +26.9% |
| 6M | +20.7% | -4.6% | +25.2% | +25.0% |
| YTD | -14.8% | -9.1% | -5.7% | -8.0% |
| 1Y | -43.6% | -12.0% | -31.6% | -37.6% |
| 3Y | +184.2% | +38.6% | +145.6% | +89.2% |
| 5Y | -66.3% | -6.6% | -59.7% | -65.6% |
| All | +568.6% | -6.8% | +575.4% | +584.5% |
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