+137.5%
UMC vs FXI
-8.2%
+145.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.3% |
| 7D | +11.4% | -2.8% | +14.2% | +12.6% |
| 30D | +16.8% | -3.7% | +20.5% | +18.4% |
| 3M | +19.1% | -0.4% | +19.5% | +19.0% |
| 6M | +137.4% | -5.4% | +142.9% | +142.4% |
| YTD | +186.4% | -9.6% | +196.0% | +196.7% |
| 1Y | +229.1% | -11.9% | +241.0% | +244.0% |
| 3Y | +257.9% | +37.8% | +220.0% | +198.1% |
| 5Y | +137.5% | -7.0% | +144.6% | +138.3% |
| All | +137.5% | -8.2% | +145.7% | +138.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling