+691.3%
UMC vs FXI
+200.0%
+491.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +11.2% | -4.2% | +15.4% | +14.3% |
| 30D | -28.0% | -1.1% | -26.9% | -27.8% |
| 3M | -20.5% | -4.0% | -16.6% | -19.1% |
| 6M | -1.6% | -11.8% | +10.3% | +5.7% |
| YTD | +99.4% | -11.9% | +111.3% | +113.4% |
| 1Y | +120.4% | -16.1% | +136.5% | +143.8% |
| 3Y | +134.2% | +38.8% | +95.4% | +69.9% |
| 5Y | +78.8% | -9.1% | +87.9% | +65.4% |
| 10Y | +1,280.4% | +18.4% | +1,262.0% | +874.6% |
| All | +691.3% | +200.0% | +491.3% | +88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling