+24.8%
UPS vs FXI
-17.2%
+42.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +3.8% | -4.2% | +8.0% | +4.5% |
| 30D | +17.4% | -1.1% | +18.5% | +17.4% |
| 3M | +8.2% | -4.0% | +12.2% | +8.7% |
| 6M | +17.9% | -11.8% | +29.8% | +21.5% |
| YTD | +18.7% | -11.9% | +30.6% | +19.9% |
| 1Y | +24.8% | -16.1% | +40.9% | +26.3% |
| All | +24.8% | -17.2% | +42.0% | +26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling