+967.2%
UMC vs FXI
+221.5%
+745.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.1% | +3.5% |
| 7D | +5.0% | +1.0% | +3.9% | +4.2% |
| 30D | +7.7% | -0.6% | +8.2% | +8.0% |
| 3M | +1.7% | +1.9% | -0.3% | +0.1% |
| 6M | +113.9% | -0.2% | +114.1% | +113.5% |
| YTD | +168.9% | -5.6% | +174.5% | +177.2% |
| 1Y | +207.2% | -4.7% | +211.9% | +213.4% |
| 3Y | +227.7% | +38.0% | +189.7% | +140.8% |
| 5Y | +118.0% | -2.7% | +120.7% | +93.6% |
| 10Y | +1,682.1% | +19.9% | +1,662.2% | +1,163.0% |
| All | +967.2% | +221.5% | +745.7% | +144.2% |
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