+637.6%
TEAM vs FXI
+26.3%
+611.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.2% |
| 7D | -17.2% | +4.4% | -21.6% | -19.0% |
| 30D | -25.1% | +1.2% | -26.3% | -25.7% |
| 3M | +3.9% | -4.2% | +8.1% | +5.9% |
| 6M | +69.1% | -6.2% | +75.3% | +73.8% |
| YTD | -4.5% | -8.8% | +4.3% | -1.1% |
| 1Y | -1.9% | -11.6% | +9.8% | +3.2% |
| 3Y | -9.3% | +45.1% | -54.5% | -30.5% |
| 5Y | -65.2% | -1.2% | -64.0% | -67.1% |
| 10Y | +467.0% | +20.1% | +446.9% | +359.6% |
| All | +637.6% | +26.3% | +611.3% | +438.3% |
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 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