+54,676.7%
AAPL vs FXI
+221.5%
+54,455.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -3.2% |
| 7D | +0.1% | +1.0% | -1.0% | -0.4% |
| 30D | +3.0% | -0.6% | +3.5% | +3.2% |
| 3M | +2.9% | +1.9% | +1.0% | +1.9% |
| 6M | +22.1% | -0.2% | +22.3% | +21.8% |
| YTD | +18.0% | -5.6% | +23.6% | +20.3% |
| 1Y | +33.9% | -4.7% | +38.6% | +35.8% |
| 3Y | +71.2% | +38.0% | +33.1% | +42.9% |
| 5Y | +112.6% | -2.7% | +115.3% | +98.1% |
| 10Y | +1,198.8% | +19.9% | +1,178.9% | +997.1% |
| All | +54,676.7% | +221.5% | +54,455.2% | +28,223.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling