+142.2%
AAPL vs FXI
-8.4%
+150.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.1% |
| 7D | +3.1% | -4.2% | +7.3% | +4.3% |
| 30D | +4.0% | -2.0% | +6.0% | +4.5% |
| 3M | +17.4% | -5.0% | +22.4% | +18.9% |
| 6M | +20.5% | -9.6% | +30.1% | +23.5% |
| YTD | +30.9% | -11.9% | +42.8% | +34.9% |
| 1Y | +30.1% | -16.7% | +46.8% | +36.1% |
| 3Y | +92.7% | +40.6% | +52.1% | +72.0% |
| 5Y | +142.2% | -9.1% | +151.3% | +162.2% |
| All | +142.2% | -8.4% | +150.6% | +162.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling