+134.2%
UMC vs FXI
+39.4%
+94.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +11.2% | -4.2% | +15.4% | +12.4% |
| 30D | -28.0% | -1.1% | -26.9% | -28.0% |
| 3M | -20.5% | -4.0% | -16.6% | -19.9% |
| 6M | -1.6% | -11.8% | +10.3% | +1.6% |
| YTD | +99.4% | -11.9% | +111.3% | +105.2% |
| 1Y | +120.4% | -16.1% | +136.5% | +130.0% |
| 3Y | +134.2% | +38.8% | +95.4% | +106.7% |
| All | +134.2% | +39.4% | +94.8% | +106.7% |
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