+33.9%
USB vs FXI
-17.2%
+51.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +2.6% | -4.2% | +6.8% | +3.2% |
| 30D | +8.4% | -1.1% | +9.5% | +8.5% |
| 3M | -5.5% | -4.0% | -1.6% | -5.0% |
| 6M | +17.7% | -11.8% | +29.6% | +20.5% |
| YTD | +17.6% | -11.9% | +29.5% | +19.8% |
| 1Y | +33.9% | -16.1% | +50.0% | +39.9% |
| All | +33.9% | -17.2% | +51.1% | +39.9% |
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