-16.6%
TE vs FXI
+38.3%
-54.9%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.5% | +12.5% | +12.4% |
| 7D | +18.2% | -1.0% | +19.2% | +18.9% |
| 30D | -13.5% | -3.2% | -10.3% | -11.2% |
| 3M | -44.6% | +1.7% | -46.3% | -46.1% |
| 6M | -24.7% | -1.6% | -23.1% | -24.3% |
| YTD | -24.3% | -7.9% | -16.3% | -18.0% |
| 1Y | +155.6% | -9.6% | +165.2% | +181.9% |
| All | -16.6% | +38.3% | -54.9% | -34.8% |
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 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