+43.3%
UPS vs FXI
+19.2%
+24.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.5% |
| 7D | -0.6% | -4.2% | +3.6% | +0.6% |
| 30D | +16.4% | -2.0% | +18.5% | +17.1% |
| 3M | +7.9% | -5.0% | +12.9% | +9.4% |
| 6M | +15.8% | -9.6% | +25.5% | +18.9% |
| YTD | +16.6% | -11.9% | +28.5% | +20.4% |
| 1Y | +22.3% | -16.7% | +39.0% | +28.4% |
| 3Y | -6.2% | +40.6% | -46.8% | -18.0% |
| 5Y | -34.4% | -9.1% | -25.3% | -34.7% |
| All | +43.3% | +19.2% | +24.1% | +29.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling