+641.7%
AMZN vs FXI
+19.2%
+622.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.8% | -4.2% | +7.0% | +4.7% |
| 30D | +5.0% | -1.1% | +6.1% | +5.4% |
| 3M | +0.6% | -4.0% | +4.5% | +2.3% |
| 6M | -1.3% | -11.8% | +10.6% | +3.9% |
| YTD | +15.5% | -11.9% | +27.4% | +21.4% |
| 1Y | +12.2% | -16.1% | +28.4% | +20.4% |
| 3Y | +87.0% | +38.8% | +48.2% | +54.0% |
| 5Y | +51.3% | -9.1% | +60.4% | +51.8% |
| All | +641.7% | +19.2% | +622.5% | +521.0% |
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