+191.2%
TER vs FXI
+39.4%
+151.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +14.4% | -4.2% | +18.6% | +16.7% |
| 30D | -30.6% | -1.1% | -29.5% | -30.5% |
| 3M | -39.2% | -4.0% | -35.2% | -38.4% |
| 6M | -31.3% | -11.8% | -19.4% | -27.1% |
| YTD | +29.1% | -11.9% | +41.0% | +37.6% |
| 1Y | +47.4% | -16.1% | +63.6% | +60.8% |
| 3Y | +191.2% | +38.8% | +152.4% | +146.1% |
| All | +191.2% | +39.4% | +151.8% | +146.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling