-45.4%
TE vs FXI
-6.0%
-39.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.0% |
| 7D | +15.0% | -2.8% | +17.8% | +17.3% |
| 30D | -7.5% | -5.3% | -2.2% | -3.8% |
| 3M | -42.0% | +0.3% | -42.3% | -42.6% |
| 6M | -31.4% | -4.6% | -26.8% | -29.3% |
| YTD | -26.5% | -9.1% | -17.4% | -20.7% |
| 1Y | +153.1% | -12.0% | +165.1% | +180.2% |
| 3Y | -20.7% | +38.6% | -59.3% | -34.8% |
| 5Y | -45.4% | -6.6% | -38.9% | -31.5% |
| All | -45.4% | -6.0% | -39.5% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling