+137.3%
ADBE vs FXI
+19.2%
+118.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +1.6% | -4.2% | +5.8% | +3.4% |
| 30D | +1.0% | -1.1% | +2.1% | +1.4% |
| 3M | -10.1% | -4.0% | -6.2% | -8.7% |
| 6M | +3.0% | -11.8% | +14.8% | +8.2% |
| YTD | -30.5% | -11.9% | -18.6% | -27.4% |
| 1Y | -27.1% | -16.1% | -11.0% | -22.2% |
| 3Y | -58.8% | +38.8% | -97.6% | -66.9% |
| 5Y | -63.0% | -9.1% | -54.0% | -62.8% |
| All | +137.3% | +19.2% | +118.1% | +111.1% |
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