-35.7%
U vs FXI
-8.2%
-27.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.4% | +4.1% | +4.1% |
| 7D | +5.5% | -3.9% | +9.4% | +9.0% |
| 30D | -1.3% | -2.1% | +0.8% | +0.3% |
| 3M | +64.6% | -0.5% | +65.0% | +64.7% |
| 6M | +119.4% | -4.5% | +123.9% | +127.0% |
| YTD | -0.5% | -9.2% | +8.8% | +8.5% |
| 1Y | +1.3% | -13.8% | +15.1% | +15.6% |
| 3Y | +15.6% | +36.6% | -21.0% | -16.7% |
| 5Y | -67.5% | -6.7% | -60.8% | -66.2% |
| All | -35.7% | -8.2% | -27.5% | -25.3% |
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 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