+802.8%
TEAM vs FXI
+30.8%
+772.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -3.4% |
| 7D | -0.4% | +1.0% | -1.5% | -1.0% |
| 30D | +67.3% | -0.6% | +67.9% | +67.7% |
| 3M | +86.8% | +1.9% | +84.9% | +85.1% |
| 6M | +146.8% | -0.2% | +147.0% | +145.5% |
| YTD | +16.9% | -5.6% | +22.5% | +19.1% |
| 1Y | +12.8% | -4.7% | +17.5% | +14.0% |
| 3Y | -7.3% | +38.0% | -45.3% | -26.4% |
| 5Y | -50.7% | -2.7% | -48.0% | -53.2% |
| 10Y | +529.8% | +19.9% | +509.9% | +413.0% |
| All | +802.8% | +30.8% | +772.0% | +548.5% |
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