+972.3%
ADBE vs FXI
+221.5%
+750.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.5% | -8.3% | -7.4% |
| 7D | -8.6% | +1.0% | -9.6% | -9.1% |
| 30D | +2.8% | -0.6% | +3.3% | +3.0% |
| 3M | +3.1% | +1.9% | +1.2% | +2.1% |
| 6M | -2.4% | -0.2% | -2.3% | -2.9% |
| YTD | -23.9% | -5.6% | -18.3% | -22.6% |
| 1Y | -22.6% | -4.7% | -17.9% | -21.8% |
| 3Y | -52.7% | +38.0% | -90.7% | -61.8% |
| 5Y | -60.0% | -2.7% | -57.3% | -63.3% |
| 10Y | +157.3% | +19.9% | +137.4% | +112.2% |
| All | +972.3% | +221.5% | +750.7% | +376.0% |
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 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