-22.7%
U vs FXI
-10.9%
-11.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.2% |
| 7D | +2.6% | -4.2% | +6.8% | +6.4% |
| 30D | +27.6% | -1.1% | +28.7% | +28.9% |
| 3M | +15.3% | -4.0% | +19.3% | +19.3% |
| 6M | +96.4% | -11.8% | +108.2% | +117.7% |
| YTD | +19.6% | -11.9% | +31.5% | +33.9% |
| 1Y | +42.1% | -16.1% | +58.2% | +65.9% |
| 3Y | +87.5% | +38.8% | +48.7% | +32.3% |
| 5Y | -73.1% | -9.1% | -64.1% | -71.3% |
| All | -22.7% | -10.9% | -11.9% | -7.8% |
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