+79.7%
SPY vs FXI
+43.0%
+36.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.7% |
| 7D | +0.1% | +1.0% | -0.9% | -0.1% |
| 30D | +0.1% | -0.6% | +0.6% | +0.1% |
| 3M | +2.0% | +1.9% | +0.1% | +1.5% |
| 6M | +13.0% | -0.2% | +13.2% | +12.9% |
| YTD | +13.5% | -5.6% | +19.1% | +14.7% |
| 1Y | +20.0% | -4.7% | +24.6% | +20.9% |
| All | +79.7% | +43.0% | +36.7% | +67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling