-26.3%
U vs FXI
-8.4%
-18.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.5% |
| 7D | +24.4% | +3.7% | +20.7% | +20.8% |
| 30D | +7.4% | +0.5% | +6.9% | +7.2% |
| 3M | +16.8% | -5.7% | +22.5% | +22.6% |
| 6M | +78.8% | -6.9% | +85.7% | +89.0% |
| YTD | +14.0% | -9.5% | +23.4% | +24.7% |
| 1Y | +16.7% | -14.0% | +30.7% | +33.4% |
| 3Y | +86.4% | +44.5% | +41.8% | +26.8% |
| 5Y | -71.5% | -2.8% | -68.7% | -71.0% |
| All | -26.3% | -8.4% | -18.0% | -14.1% |
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