+311.1%
SPOT vs FXI
-13.1%
+324.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +1.6% | -4.2% | +5.8% | +3.6% |
| 30D | +16.9% | -1.1% | +18.0% | +17.5% |
| 3M | +23.0% | -4.0% | +26.9% | +25.2% |
| 6M | +42.2% | -11.8% | +54.0% | +50.3% |
| YTD | +5.5% | -11.9% | +17.4% | +11.3% |
| 1Y | -5.1% | -16.1% | +11.1% | +2.4% |
| 3Y | +257.9% | +38.8% | +219.1% | +184.0% |
| 5Y | +118.4% | -9.1% | +127.4% | +120.7% |
| All | +311.1% | -13.1% | +324.2% | +306.3% |
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