+1,367.3%
AAPL vs FXI
+19.2%
+1,348.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +4.1% | -4.2% | +8.3% | +6.0% |
| 30D | +4.0% | -1.1% | +5.1% | +4.4% |
| 3M | +16.8% | -4.0% | +20.8% | +18.5% |
| 6M | +19.4% | -11.8% | +31.2% | +25.3% |
| YTD | +31.5% | -11.9% | +43.4% | +37.7% |
| 1Y | +31.0% | -16.1% | +47.1% | +39.9% |
| 3Y | +95.3% | +38.8% | +56.5% | +61.6% |
| 5Y | +143.4% | -9.1% | +152.4% | +146.2% |
| All | +1,367.3% | +19.2% | +1,348.1% | +1,200.9% |
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