+108.2%
T vs FXI
+40.3%
+67.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.1% | -0.3% |
| 7D | -1.5% | -1.0% | -0.6% | -1.5% |
| 30D | +7.6% | -3.2% | +10.8% | +7.6% |
| 3M | +15.3% | +1.7% | +13.6% | +15.3% |
| 6M | -8.5% | -1.6% | -6.9% | -8.5% |
| YTD | +6.8% | -7.9% | +14.7% | +6.8% |
| 1Y | -7.2% | -9.6% | +2.4% | -7.2% |
| 3Y | +108.2% | +40.5% | +67.8% | +107.3% |
| All | +108.2% | +40.3% | +67.9% | +107.3% |
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