-80.5%
TE vs FXI
-13.0%
-67.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -19.1% | -4.2% | -14.9% | -16.8% |
| 30D | -34.1% | -1.1% | -33.0% | -33.8% |
| 3M | -60.1% | -4.0% | -56.2% | -59.3% |
| 6M | -66.0% | -11.8% | -54.1% | -63.3% |
| YTD | -71.4% | -11.9% | -59.5% | -69.1% |
| 1Y | -45.3% | -16.1% | -29.2% | -38.9% |
| 3Y | +9.1% | +38.8% | -29.6% | -5.0% |
| 5Y | -82.6% | -9.1% | -73.5% | -82.8% |
| All | -80.5% | -13.0% | -67.6% | -80.8% |
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