+202.8%
TER vs FXI
-4.2%
+207.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.5% | +4.0% | +4.7% |
| 7D | +0.6% | +1.0% | -0.4% | +0.1% |
| 30D | -8.3% | -0.6% | -7.7% | -8.2% |
| 3M | -12.2% | +1.9% | -14.1% | -13.3% |
| 6M | +17.1% | -0.2% | +17.2% | +17.4% |
| YTD | +84.7% | -5.6% | +90.3% | +90.8% |
| 1Y | +199.9% | -4.7% | +204.6% | +208.9% |
| 3Y | +232.8% | +38.0% | +194.7% | +180.5% |
| All | +202.8% | -4.2% | +207.1% | +204.0% |
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 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