+638.0%
XYZ vs FXI
+20.5%
+617.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +4.3% |
| 7D | +14.9% | +4.4% | +10.5% | +11.3% |
| 30D | +14.7% | +1.2% | +13.4% | +13.8% |
| 3M | +12.1% | -4.2% | +16.3% | +16.1% |
| 6M | +18.3% | -6.2% | +24.5% | +24.0% |
| YTD | +36.1% | -8.8% | +44.9% | +45.6% |
| 1Y | +35.3% | -11.6% | +46.9% | +48.5% |
| 3Y | +73.5% | +45.1% | +28.3% | +11.2% |
| 5Y | -61.6% | -1.2% | -60.4% | -63.5% |
| 10Y | +638.0% | +20.1% | +617.9% | +554.4% |
| All | +638.0% | +20.5% | +617.5% | +554.4% |
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