+144.9%
TE vs FXI
-12.7%
+157.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.6% | -6.1% | -6.1% |
| 7D | +0.9% | -2.8% | +3.7% | +3.7% |
| 30D | -16.3% | -3.7% | -12.6% | -13.0% |
| 3M | -40.8% | -0.4% | -40.3% | -41.6% |
| 6M | -42.6% | -5.4% | -37.2% | -39.2% |
| YTD | -31.4% | -9.6% | -21.8% | -21.6% |
| 1Y | +144.9% | -11.9% | +156.8% | +187.2% |
| All | +144.9% | -12.7% | +157.6% | +187.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling