+72.2%
V vs FXI
-4.2%
+76.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.3% |
| 7D | -1.7% | +1.0% | -2.8% | -1.9% |
| 30D | +2.0% | -0.6% | +2.5% | +2.0% |
| 3M | +17.4% | +1.9% | +15.4% | +16.8% |
| 6M | +17.5% | -0.2% | +17.7% | +17.3% |
| YTD | +7.6% | -5.6% | +13.2% | +8.5% |
| 1Y | +7.7% | -4.7% | +12.4% | +8.4% |
| 3Y | +54.7% | +38.0% | +16.6% | +42.0% |
| All | +72.2% | -4.2% | +76.4% | +70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling