-25.9%
SPOT vs FXI
-12.7%
-13.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | -0.1% |
| 7D | -6.9% | -2.8% | -4.1% | -6.2% |
| 30D | +4.1% | -3.7% | +7.8% | +5.1% |
| 3M | +3.7% | -0.4% | +4.1% | +4.1% |
| 6M | -1.6% | -5.4% | +3.8% | -0.8% |
| YTD | -10.2% | -9.6% | -0.5% | -8.6% |
| 1Y | -25.9% | -11.9% | -14.0% | -24.8% |
| All | -25.9% | -12.7% | -13.2% | -24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling