+901.6%
SPY vs FXI
+210.6%
+691.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.7% |
| 7D | +0.1% | +4.4% | -4.3% | -1.6% |
| 30D | -3.3% | +1.2% | -4.6% | -3.9% |
| 3M | -2.4% | -4.2% | +1.8% | -1.0% |
| 6M | +2.6% | -6.2% | +8.8% | +4.7% |
| YTD | +11.2% | -8.8% | +20.0% | +14.6% |
| 1Y | +13.4% | -11.6% | +25.0% | +18.2% |
| 3Y | +79.9% | +45.1% | +34.8% | +48.9% |
| 5Y | +72.2% | -1.2% | +73.4% | +59.6% |
| 10Y | +307.3% | +20.1% | +287.3% | +239.4% |
| All | +901.6% | +210.6% | +691.0% | +414.0% |
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