-53.8%
TEAM vs FXI
-7.1%
-46.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.5% | -4.5% | -5.8% |
| 7D | -5.7% | -1.0% | -4.7% | -5.2% |
| 30D | +18.3% | -3.2% | +21.6% | +20.0% |
| 3M | +80.2% | +1.7% | +78.5% | +79.1% |
| 6M | +111.0% | -1.6% | +112.5% | +111.5% |
| YTD | +8.8% | -7.9% | +16.7% | +12.0% |
| 1Y | +2.2% | -9.6% | +11.8% | +5.8% |
| 3Y | -14.6% | +40.5% | -55.1% | -32.0% |
| 5Y | -53.8% | -6.2% | -47.6% | -56.3% |
| All | -53.8% | -7.1% | -46.7% | -56.3% |
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