+372.3%
SE vs FXI
-7.2%
+379.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -0.9% |
| 7D | 0.0% | +3.7% | -3.6% | -3.1% |
| 30D | -19.4% | +0.5% | -19.9% | -19.7% |
| 3M | -33.1% | -5.7% | -27.4% | -29.9% |
| 6M | -11.4% | -6.9% | -4.5% | -6.6% |
| YTD | -39.8% | -9.5% | -30.3% | -34.8% |
| 1Y | -50.5% | -14.0% | -36.4% | -43.9% |
| 3Y | +68.9% | +44.5% | +24.3% | +7.9% |
| 5Y | -77.1% | -2.8% | -74.3% | -77.3% |
| All | +372.3% | -7.2% | +379.5% | +385.1% |
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 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