+264.0%
SPOT vs FXI
-6.8%
+270.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.9% |
| 7D | -0.9% | +1.0% | -2.0% | -1.4% |
| 30D | +12.5% | -0.6% | +13.0% | +12.8% |
| 3M | +9.9% | +1.9% | +8.0% | +8.9% |
| 6M | +1.6% | -0.2% | +1.7% | +1.3% |
| YTD | -6.6% | -5.6% | -1.0% | -4.5% |
| 1Y | -22.9% | -4.7% | -18.3% | -21.9% |
| 3Y | +244.3% | +38.0% | +206.2% | +176.2% |
| 5Y | +117.8% | -2.7% | +120.5% | +113.2% |
| All | +264.0% | -6.8% | +270.8% | +248.6% |
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