-9.3%
TEAM vs FXI
+43.4%
-52.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -17.2% | +4.4% | -21.6% | -18.1% |
| 30D | -25.1% | +1.2% | -26.3% | -25.3% |
| 3M | +3.9% | -4.2% | +8.1% | +4.9% |
| 6M | +69.1% | -6.2% | +75.3% | +71.3% |
| YTD | -4.5% | -8.8% | +4.3% | -2.7% |
| 1Y | -1.9% | -11.6% | +9.8% | +0.8% |
| 3Y | -9.3% | +45.1% | -54.5% | -20.1% |
| All | -9.3% | +43.4% | -52.7% | -20.1% |
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 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