+98.3%
USB vs FXI
+39.4%
+58.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.5% |
| 7D | +1.4% | +1.0% | +0.4% | +1.2% |
| 30D | -1.3% | -0.6% | -0.8% | -1.2% |
| 3M | +15.2% | +1.9% | +13.3% | +14.7% |
| 6M | +18.8% | -0.2% | +19.0% | +18.7% |
| YTD | +21.0% | -5.6% | +26.6% | +22.1% |
| 1Y | +34.0% | -4.7% | +38.7% | +34.9% |
| All | +98.3% | +39.4% | +58.8% | +88.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling