+9.6%
U vs FXI
+43.0%
-33.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -2.0% |
| 7D | -3.8% | +1.0% | -4.9% | -4.5% |
| 30D | +17.5% | -0.6% | +18.0% | +17.7% |
| 3M | +38.7% | +1.9% | +36.8% | +36.9% |
| 6M | +104.4% | -0.2% | +104.6% | +104.2% |
| YTD | -5.7% | -5.6% | -0.1% | -1.4% |
| 1Y | +3.7% | -4.7% | +8.3% | +8.2% |
| All | +9.6% | +43.0% | -33.4% | -4.8% |
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 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