+68.4%
T vs FXI
+13.0%
+55.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.5% |
| 7D | -3.1% | -2.8% | -0.3% | -2.6% |
| 30D | +4.6% | -5.3% | +9.9% | +5.5% |
| 3M | +12.2% | +0.3% | +11.9% | +12.1% |
| 6M | -6.5% | -4.6% | -1.9% | -5.9% |
| YTD | +4.9% | -9.1% | +14.0% | +6.3% |
| 1Y | -10.5% | -12.0% | +1.5% | -8.9% |
| 3Y | +104.6% | +38.6% | +65.9% | +87.4% |
| 5Y | +64.2% | -6.6% | +70.8% | +64.5% |
| 10Y | +68.4% | +15.0% | +53.4% | +52.1% |
| All | +68.4% | +13.0% | +55.5% | +52.1% |
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