+995.4%
TER vs FXI
+19.2%
+976.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +14.4% | -4.2% | +18.6% | +17.4% |
| 30D | -30.6% | -1.1% | -29.5% | -30.5% |
| 3M | -39.2% | -4.0% | -35.2% | -38.2% |
| 6M | -31.3% | -11.8% | -19.4% | -26.4% |
| YTD | +29.1% | -11.9% | +41.0% | +39.3% |
| 1Y | +47.4% | -16.1% | +63.6% | +64.3% |
| 3Y | +191.2% | +38.8% | +152.4% | +123.0% |
| 5Y | +74.0% | -9.1% | +83.1% | +78.3% |
| All | +995.4% | +19.2% | +976.2% | +897.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling