+59.1%
T vs FXI
+22.5%
+36.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.4% | +0.8% |
| 7D | +2.6% | +3.7% | -1.1% | +2.0% |
| 30D | -1.1% | +0.5% | -1.6% | -1.2% |
| 3M | -7.7% | -5.7% | -2.0% | -6.9% |
| 6M | -10.6% | -6.9% | -3.7% | -9.7% |
| YTD | -7.5% | -9.5% | +2.0% | -6.3% |
| 1Y | -7.4% | -14.0% | +6.6% | -5.4% |
| 3Y | +63.1% | +44.5% | +18.5% | +48.0% |
| 5Y | +55.2% | -2.8% | +58.0% | +53.7% |
| All | +59.1% | +22.5% | +36.5% | +44.0% |
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 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