+589.4%
SE vs FXI
-3.2%
+592.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -2.2% |
| 7D | -6.1% | +1.0% | -7.1% | -6.9% |
| 30D | -2.5% | -0.6% | -1.9% | -2.2% |
| 3M | +21.7% | +1.9% | +19.8% | +19.1% |
| 6M | +27.0% | -0.2% | +27.2% | +26.3% |
| YTD | -12.1% | -5.6% | -6.5% | -8.1% |
| 1Y | -40.9% | -4.7% | -36.2% | -39.0% |
| 3Y | +191.0% | +38.0% | +153.0% | +95.9% |
| 5Y | -68.3% | -2.7% | -65.6% | -68.7% |
| All | +589.4% | -3.2% | +592.6% | +583.4% |
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