+327.0%
USB vs FXI
+210.0%
+117.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.2% | -2.3% | 0.0% |
| 7D | +2.4% | +6.6% | -4.2% | -0.5% |
| 30D | +6.6% | +2.2% | +4.4% | +5.5% |
| 3M | -4.1% | -4.7% | +0.6% | -2.2% |
| 6M | +12.5% | -4.7% | +17.1% | +14.2% |
| YTD | +17.6% | -9.0% | +26.6% | +21.6% |
| 1Y | +36.5% | -10.5% | +47.0% | +42.1% |
| 3Y | +95.4% | +41.6% | +53.8% | +57.5% |
| 5Y | +26.1% | -2.8% | +29.0% | +15.6% |
| 10Y | +101.3% | +21.5% | +79.8% | +59.4% |
| All | +327.0% | +210.0% | +117.0% | +135.3% |
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 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