+1,895.7%
TER vs FXI
+13.0%
+1,882.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +4.0% |
| 7D | +12.4% | -2.8% | +15.1% | +14.3% |
| 30D | +5.1% | -5.3% | +10.4% | +8.6% |
| 3M | +4.0% | +0.3% | +3.6% | +3.0% |
| 6M | +29.5% | -4.6% | +34.1% | +33.5% |
| YTD | +98.5% | -9.1% | +107.6% | +111.7% |
| 1Y | +234.1% | -12.0% | +246.1% | +264.3% |
| 3Y | +289.0% | +38.6% | +250.4% | +200.8% |
| 5Y | +228.2% | -6.6% | +234.7% | +230.9% |
| 10Y | +1,895.7% | +15.0% | +1,880.7% | +1,716.1% |
| All | +1,895.7% | +13.0% | +1,882.7% | +1,716.1% |
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