+554.3%
AMZN vs FXI
+17.3%
+537.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.2% |
| 7D | -1.0% | -2.8% | +1.8% | +0.2% |
| 30D | -9.2% | -5.3% | -3.9% | -7.1% |
| 3M | +3.4% | +0.3% | +3.0% | +3.1% |
| 6M | +18.2% | -4.6% | +22.8% | +20.4% |
| YTD | +9.3% | -9.1% | +18.4% | +13.4% |
| 1Y | +5.9% | -12.0% | +17.9% | +11.4% |
| 3Y | +82.6% | +38.6% | +43.9% | +50.5% |
| 5Y | +44.9% | -6.6% | +51.5% | +43.1% |
| All | +554.3% | +17.3% | +537.1% | +435.0% |
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