+78.8%
SE vs FXI
+43.4%
+35.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.8% | +3.3% |
| 7D | +3.3% | +4.4% | -1.1% | +1.2% |
| 30D | -18.2% | +1.2% | -19.4% | -18.6% |
| 3M | -31.3% | -4.2% | -27.1% | -30.1% |
| 6M | -10.1% | -6.2% | -3.9% | -7.8% |
| YTD | -38.9% | -8.8% | -30.1% | -36.4% |
| 1Y | -48.0% | -11.6% | -36.4% | -45.1% |
| 3Y | +78.8% | +45.1% | +33.7% | +45.2% |
| All | +78.8% | +43.4% | +35.5% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling