-77.1%
SE vs FXI
-1.5%
-75.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.8% | +3.7% |
| 7D | +3.3% | +4.4% | -1.1% | -0.5% |
| 30D | -18.2% | +1.2% | -19.4% | -19.0% |
| 3M | -31.3% | -4.2% | -27.1% | -29.0% |
| 6M | -10.1% | -6.2% | -3.9% | -5.8% |
| YTD | -38.9% | -8.8% | -30.1% | -34.2% |
| 1Y | -48.0% | -11.6% | -36.4% | -42.5% |
| 3Y | +78.8% | +45.1% | +33.7% | +10.9% |
| 5Y | -77.1% | -1.2% | -75.9% | -74.5% |
| All | -77.1% | -1.5% | -75.6% | -74.5% |
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 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