-33.2%
UPS vs FXI
-6.5%
-26.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.6% |
| 7D | -1.6% | -1.9% | +0.3% | -1.2% |
| 30D | +17.9% | -0.6% | +18.6% | +18.1% |
| 3M | +9.4% | -4.9% | +14.3% | +10.5% |
| 6M | +16.2% | -8.8% | +25.0% | +18.3% |
| YTD | +18.8% | -10.7% | +29.5% | +21.4% |
| 1Y | +26.1% | -15.2% | +41.3% | +30.4% |
| 3Y | -4.5% | +42.5% | -46.9% | -13.5% |
| 5Y | -33.2% | -7.8% | -25.4% | -32.1% |
| All | -33.2% | -6.5% | -26.7% | -32.1% |
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