+54.6%
TER vs FXI
-0.9%
+55.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.5% | +2.6% |
| 7D | -20.5% | +5.7% | -26.1% | -22.8% |
| 30D | -47.0% | +4.6% | -51.6% | -48.3% |
| 3M | -43.3% | -2.8% | -40.5% | -42.9% |
| 6M | -42.9% | -6.1% | -36.8% | -41.5% |
| YTD | +12.9% | -8.0% | +20.9% | +17.5% |
| 1Y | +18.2% | -11.3% | +29.5% | +25.3% |
| 3Y | +151.8% | +42.6% | +109.1% | +107.7% |
| All | +54.6% | -0.9% | +55.5% | +56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling