+92.7%
USB vs FXI
+19.7%
+73.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.4% |
| 7D | -1.5% | +6.9% | -8.4% | -3.6% |
| 30D | +4.3% | +3.5% | +0.8% | +3.1% |
| 3M | -6.1% | -3.2% | -2.9% | -5.2% |
| 6M | +9.4% | -3.5% | +12.9% | +10.3% |
| YTD | +15.2% | -8.1% | +23.2% | +17.8% |
| 1Y | +32.8% | -10.5% | +43.3% | +37.0% |
| 3Y | +91.3% | +43.0% | +48.3% | +61.5% |
| 5Y | +22.7% | -0.1% | +22.7% | +17.8% |
| All | +92.7% | +19.7% | +73.0% | +75.2% |
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