+79.8%
USB vs FXI
+19.2%
+60.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.1% |
| 7D | +1.2% | -4.2% | +5.4% | +2.6% |
| 30D | +6.3% | -2.0% | +8.3% | +6.9% |
| 3M | -6.1% | -5.0% | -1.2% | -4.6% |
| 6M | +13.0% | -9.6% | +22.6% | +16.4% |
| YTD | +16.6% | -11.9% | +28.5% | +20.9% |
| 1Y | +31.1% | -16.7% | +47.8% | +38.6% |
| 3Y | +100.9% | +40.6% | +60.3% | +70.0% |
| 5Y | +24.5% | -9.1% | +33.6% | +24.7% |
| All | +79.8% | +19.2% | +60.6% | +58.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling