+99.5%
U vs FXI
+41.7%
+57.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | +36.6% | +5.7% | +30.9% | +32.1% |
| 30D | +13.3% | +4.6% | +8.7% | +10.4% |
| 3M | +26.2% | -2.8% | +29.0% | +28.3% |
| 6M | +88.7% | -6.1% | +94.8% | +95.7% |
| YTD | +16.6% | -8.0% | +24.6% | +23.7% |
| 1Y | +29.0% | -11.3% | +40.3% | +39.8% |
| 3Y | +99.5% | +42.6% | +56.9% | +84.3% |
| All | +99.5% | +41.7% | +57.8% | +84.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling