+174.1%
UPS vs FXI
+221.5%
-47.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.7% |
| 7D | -2.9% | +1.0% | -3.9% | -3.2% |
| 30D | -3.5% | -0.6% | -3.0% | -3.4% |
| 3M | -5.7% | +1.9% | -7.6% | -6.5% |
| 6M | -4.4% | -0.2% | -4.2% | -4.6% |
| YTD | +8.0% | -5.6% | +13.6% | +9.5% |
| 1Y | +29.0% | -4.7% | +33.7% | +30.2% |
| 3Y | -27.7% | +38.0% | -65.7% | -37.0% |
| 5Y | -34.3% | -2.7% | -31.7% | -38.0% |
| 10Y | +37.8% | +19.9% | +17.9% | +18.2% |
| All | +174.1% | +221.5% | -47.4% | +53.9% |
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