-6.5%
U vs FXI
-11.6%
+5.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.8% |
| 7D | +4.4% | -2.8% | +7.2% | +7.1% |
| 30D | -1.3% | -5.3% | +4.0% | +4.0% |
| 3M | +49.6% | +0.3% | +49.2% | +48.2% |
| 6M | +100.2% | -4.6% | +104.8% | +108.5% |
| YTD | -3.7% | -9.1% | +5.4% | +12.0% |
| 1Y | -6.5% | -12.0% | +5.5% | +11.5% |
| All | -6.5% | -11.6% | +5.1% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling