+443.6%
TEAM vs FXI
+19.2%
+424.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.4% | -4.2% | +1.8% | -0.4% |
| 30D | -26.7% | -1.1% | -25.6% | -26.5% |
| 3M | -9.6% | -4.0% | -5.7% | -8.0% |
| 6M | +86.0% | -11.8% | +97.9% | +97.2% |
| YTD | -7.5% | -11.9% | +4.4% | -2.7% |
| 1Y | -1.4% | -16.1% | +14.8% | +6.4% |
| 3Y | -14.3% | +38.8% | -53.1% | -32.7% |
| 5Y | -66.3% | -9.1% | -57.2% | -66.7% |
| All | +443.6% | +19.2% | +424.4% | +350.6% |
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