+91.7%
USB vs FXI
+19.8%
+72.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | 0.0% | +5.7% | -5.7% | -1.8% |
| 30D | +5.8% | +4.6% | +1.3% | +4.2% |
| 3M | -6.0% | -2.8% | -3.2% | -5.2% |
| 6M | +7.8% | -6.1% | +13.8% | +9.6% |
| YTD | +14.6% | -8.0% | +22.6% | +17.2% |
| 1Y | +31.8% | -11.3% | +43.1% | +36.4% |
| 3Y | +91.5% | +42.6% | +48.9% | +61.9% |
| 5Y | +22.0% | -0.1% | +22.1% | +17.2% |
| All | +91.7% | +19.8% | +72.0% | +74.3% |
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