-34.6%
UPS vs FXI
-7.1%
-27.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.2% |
| 7D | -2.1% | -1.0% | -1.2% | -1.9% |
| 30D | -2.3% | -3.2% | +0.9% | -1.6% |
| 3M | -5.2% | +1.7% | -6.9% | -5.7% |
| 6M | +1.4% | -1.6% | +3.0% | +1.6% |
| YTD | +6.1% | -7.9% | +14.0% | +7.7% |
| 1Y | +27.0% | -9.6% | +36.6% | +29.3% |
| 3Y | -25.9% | +40.5% | -66.4% | -32.6% |
| 5Y | -34.6% | -6.2% | -28.3% | -38.0% |
| All | -34.6% | -7.1% | -27.5% | -38.0% |
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 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