+45.8%
AMZN vs FXI
-7.1%
+52.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | +0.2% |
| 7D | +0.8% | -1.0% | +1.8% | +1.1% |
| 30D | -6.4% | -3.2% | -3.1% | -5.4% |
| 3M | +4.8% | +1.7% | +3.1% | +4.2% |
| 6M | +20.5% | -1.6% | +22.1% | +21.0% |
| YTD | +11.3% | -7.9% | +19.2% | +14.0% |
| 1Y | +9.0% | -9.6% | +18.6% | +12.2% |
| 3Y | +85.9% | +40.5% | +45.4% | +61.4% |
| 5Y | +45.8% | -6.2% | +52.0% | +42.2% |
| All | +45.8% | -7.1% | +52.9% | +42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling