-5.7%
TEAM vs FXI
-14.2%
+8.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.3% | -4.0% |
| 7D | -22.2% | +3.7% | -25.9% | -22.6% |
| 30D | -28.1% | +0.5% | -28.6% | -28.0% |
| 3M | -2.2% | -5.7% | +3.5% | -1.4% |
| 6M | +62.2% | -6.9% | +69.1% | +58.9% |
| YTD | -8.4% | -9.5% | +1.1% | -9.1% |
| All | -5.7% | -14.2% | +8.5% | -3.1% |
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