+580.0%
XYZ vs FXI
+14.7%
+565.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.8% | -1.2% |
| 7D | +2.9% | -1.0% | +3.8% | +3.7% |
| 30D | +1.4% | -3.2% | +4.6% | +4.0% |
| 3M | +14.6% | +1.7% | +12.9% | +12.6% |
| 6M | +20.8% | -1.6% | +22.3% | +21.5% |
| YTD | +23.1% | -7.9% | +31.0% | +30.4% |
| 1Y | +5.6% | -9.6% | +15.3% | +13.5% |
| 3Y | +50.9% | +40.5% | +10.5% | +0.3% |
| 5Y | -68.6% | -6.2% | -62.3% | -68.6% |
| 10Y | +580.0% | +14.2% | +565.8% | +509.6% |
| All | +580.0% | +14.7% | +565.3% | +509.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling