+339.2%
USB vs FXI
+221.5%
+117.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.9% |
| 7D | +1.4% | +1.0% | +0.4% | +1.0% |
| 30D | -1.3% | -0.6% | -0.8% | -1.1% |
| 3M | +15.2% | +1.9% | +13.3% | +13.9% |
| 6M | +18.8% | -0.2% | +19.0% | +18.2% |
| YTD | +21.0% | -5.6% | +26.6% | +23.2% |
| 1Y | +34.0% | -4.7% | +38.7% | +35.6% |
| 3Y | +95.3% | +38.0% | +57.3% | +59.7% |
| 5Y | +40.4% | -2.7% | +43.0% | +28.7% |
| 10Y | +107.3% | +19.9% | +87.4% | +65.5% |
| All | +339.2% | +221.5% | +117.7% | +138.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling