+201.3%
UPS vs FXI
+204.0%
-2.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.7% |
| 7D | -1.6% | -1.9% | +0.3% | -1.0% |
| 30D | +17.9% | -0.6% | +18.6% | +18.2% |
| 3M | +9.4% | -4.9% | +14.3% | +11.1% |
| 6M | +16.2% | -8.8% | +25.0% | +19.2% |
| YTD | +18.8% | -10.7% | +29.5% | +22.5% |
| 1Y | +26.1% | -15.2% | +41.3% | +32.3% |
| 3Y | -4.5% | +42.5% | -46.9% | -17.7% |
| 5Y | -33.2% | -7.8% | -25.4% | -35.7% |
| 10Y | +44.3% | +20.0% | +24.3% | +23.7% |
| All | +201.3% | +204.0% | -2.6% | +72.2% |
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 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