+311.1%
SPY vs FXI
+20.8%
+290.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.8% |
| 7D | -0.9% | -1.9% | +1.0% | -0.3% |
| 30D | -2.4% | -0.6% | -1.7% | -2.2% |
| 3M | -1.2% | -4.9% | +3.7% | +0.3% |
| 6M | +3.3% | -8.8% | +12.1% | +6.1% |
| YTD | +12.3% | -10.7% | +23.0% | +16.0% |
| 1Y | +12.4% | -15.2% | +27.7% | +18.2% |
| 3Y | +78.8% | +42.5% | +36.3% | +52.7% |
| 5Y | +75.2% | -7.8% | +83.0% | +75.8% |
| 10Y | +311.1% | +20.0% | +291.1% | +266.6% |
| All | +311.1% | +20.8% | +290.3% | +266.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling