+79.9%
AAPL vs FXI
+40.3%
+39.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.5% |
| 7D | -2.7% | -1.0% | -1.8% | -2.5% |
| 30D | +1.0% | -3.2% | +4.2% | +1.8% |
| 3M | +5.0% | +1.7% | +3.3% | +4.4% |
| 6M | +23.0% | -1.6% | +24.6% | +23.3% |
| YTD | +16.6% | -7.9% | +24.5% | +18.7% |
| 1Y | +33.4% | -9.6% | +43.0% | +36.4% |
| 3Y | +79.9% | +40.5% | +39.4% | +64.6% |
| All | +79.9% | +40.3% | +39.5% | +64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling