+31.8%
USB vs FXI
-11.7%
+43.4%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | 0.0% | +5.7% | -5.7% | -0.9% |
| 30D | +5.8% | +4.6% | +1.3% | +5.1% |
| 3M | -6.0% | -2.8% | -3.2% | -5.6% |
| 6M | +7.8% | -6.1% | +13.8% | +9.2% |
| YTD | +14.6% | -8.0% | +22.6% | +16.1% |
| 1Y | +31.8% | -11.3% | +43.1% | +35.1% |
| All | +31.8% | -11.7% | +43.4% | +35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling