+277.2%
TER vs FXI
+40.3%
+236.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.5% | +6.7% | +5.5% |
| 7D | +11.0% | -1.0% | +11.9% | +11.5% |
| 30D | -1.9% | -3.2% | +1.4% | -0.4% |
| 3M | -0.7% | +1.7% | -2.3% | -2.1% |
| 6M | +36.4% | -1.6% | +37.9% | +37.9% |
| YTD | +92.4% | -7.9% | +100.4% | +101.7% |
| 1Y | +213.5% | -9.6% | +223.1% | +231.9% |
| 3Y | +277.2% | +40.5% | +236.8% | +211.0% |
| All | +277.2% | +40.3% | +236.9% | +211.0% |
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