+199.8%
TER vs FXI
-4.7%
+204.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.5% | +3.9% | +3.9% |
| 7D | +0.6% | +1.0% | -0.5% | -0.4% |
| 30D | -8.3% | -0.6% | -7.8% | -8.1% |
| 3M | -12.2% | +1.9% | -14.2% | -13.6% |
| 6M | +17.0% | -0.2% | +17.2% | +18.8% |
| YTD | +84.6% | -5.6% | +90.2% | +99.9% |
| 1Y | +199.8% | -4.7% | +204.5% | +264.6% |
| All | +199.8% | -4.7% | +204.5% | +264.6% |
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