+43.2%
TER vs FXI
-10.5%
+53.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.2% | -11.0% | -9.9% |
| 7D | -19.9% | +6.6% | -26.4% | -24.1% |
| 30D | -43.5% | +2.2% | -45.7% | -44.4% |
| 3M | -37.8% | -4.7% | -33.0% | -34.8% |
| 6M | -25.6% | -4.7% | -20.9% | -20.2% |
| YTD | +29.8% | -9.0% | +38.8% | +47.7% |
| 1Y | +43.2% | -10.5% | +53.7% | +65.8% |
| All | +43.2% | -10.5% | +53.7% | +65.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling