+814.6%
ABT vs FXI
+200.0%
+614.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.6% |
| 7D | -5.6% | -4.2% | -1.4% | -4.7% |
| 30D | +5.2% | -2.0% | +7.2% | +5.7% |
| 3M | -2.7% | -5.0% | +2.3% | -1.6% |
| 6M | +28.8% | -9.6% | +38.5% | +31.6% |
| YTD | -12.3% | -11.9% | -0.4% | -10.1% |
| 1Y | -14.7% | -16.7% | +2.0% | -11.4% |
| 3Y | +21.6% | +40.6% | -19.1% | +9.2% |
| 5Y | -7.8% | -9.1% | +1.3% | -10.2% |
| 10Y | +222.5% | +18.4% | +204.0% | +190.7% |
| All | +814.6% | +200.0% | +614.6% | +542.9% |
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 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