+477.6%
T vs FXI
+221.5%
+256.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.5% | -2.4% |
| 7D | -1.3% | +1.0% | -2.3% | -1.6% |
| 30D | +11.4% | -0.6% | +11.9% | +11.5% |
| 3M | +14.3% | +1.9% | +12.4% | +13.6% |
| 6M | -9.3% | -0.2% | -9.1% | -9.5% |
| YTD | +7.1% | -5.6% | +12.7% | +8.3% |
| 1Y | -9.1% | -4.7% | -4.4% | -8.5% |
| 3Y | +105.3% | +38.0% | +67.3% | +80.0% |
| 5Y | +66.8% | -2.7% | +69.5% | +56.9% |
| 10Y | +66.8% | +19.9% | +46.9% | +41.9% |
| All | +477.6% | +221.5% | +256.0% | +235.0% |
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