+262.2%
UMC vs FXI
+36.3%
+225.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +1.9% | +2.2% |
| 7D | +9.0% | -3.9% | +12.9% | +10.2% |
| 30D | +17.2% | -2.1% | +19.3% | +17.9% |
| 3M | +11.4% | -0.5% | +11.9% | +11.3% |
| 6M | +137.5% | -4.5% | +142.0% | +140.4% |
| YTD | +193.1% | -9.2% | +202.4% | +200.1% |
| 1Y | +240.3% | -13.8% | +254.1% | +253.4% |
| 3Y | +262.2% | +36.6% | +225.6% | +223.5% |
| All | +262.2% | +36.3% | +225.9% | +223.5% |
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 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