+151.4%
ADBE vs FXI
+17.1%
+134.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | -5.4% | -3.9% | -1.5% | -3.7% |
| 30D | -2.5% | -2.1% | -0.4% | -1.7% |
| 3M | +15.3% | -0.5% | +15.7% | +15.4% |
| 6M | -7.8% | -4.5% | -3.3% | -6.4% |
| YTD | -27.9% | -9.2% | -18.7% | -25.5% |
| 1Y | -28.0% | -13.8% | -14.3% | -24.1% |
| 3Y | -55.3% | +36.6% | -91.9% | -63.7% |
| 5Y | -61.7% | -6.7% | -55.1% | -62.1% |
| All | +151.4% | +17.1% | +134.4% | +115.0% |
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