+625.9%
TEAM vs FXI
+23.6%
+602.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +3.3% |
| 7D | -19.7% | -1.9% | -17.8% | -19.0% |
| 30D | -26.6% | -0.6% | -26.0% | -26.5% |
| 3M | -1.1% | -4.9% | +3.8% | +1.2% |
| 6M | +74.6% | -8.8% | +83.4% | +81.9% |
| YTD | -6.0% | -10.7% | +4.8% | -1.7% |
| 1Y | -3.2% | -15.2% | +12.0% | +3.9% |
| 3Y | -13.5% | +42.5% | -56.0% | -33.1% |
| 5Y | -65.5% | -7.8% | -57.6% | -66.2% |
| 10Y | +454.5% | +20.0% | +434.5% | +349.0% |
| All | +625.9% | +23.6% | +602.3% | +435.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling