+599.5%
XYZ vs FXI
+19.8%
+579.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +12.1% | +5.7% | +6.5% | +7.6% |
| 30D | +12.4% | +4.6% | +7.8% | +8.7% |
| 3M | +8.2% | -2.8% | +11.0% | +10.8% |
| 6M | +20.7% | -6.1% | +26.8% | +26.4% |
| YTD | +31.3% | -8.0% | +39.4% | +39.7% |
| 1Y | +20.5% | -11.3% | +31.8% | +32.0% |
| 3Y | +72.6% | +42.6% | +30.0% | +12.7% |
| 5Y | -64.0% | -0.1% | -63.9% | -66.1% |
| All | +599.5% | +19.8% | +579.7% | +511.6% |
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