+12,825.5%
AMZN vs FXI
+221.5%
+12,604.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.9% |
| 7D | -3.0% | +1.0% | -4.0% | -3.4% |
| 30D | -5.2% | -0.6% | -4.6% | -4.9% |
| 3M | +1.9% | +1.9% | -0.1% | +0.9% |
| 6M | +19.2% | -0.2% | +19.4% | +19.1% |
| YTD | +12.0% | -5.6% | +17.6% | +14.5% |
| 1Y | +9.7% | -4.7% | +14.4% | +11.5% |
| 3Y | +87.2% | +38.0% | +49.1% | +53.2% |
| 5Y | +48.7% | -2.7% | +51.3% | +38.3% |
| 10Y | +569.3% | +19.9% | +549.4% | +452.6% |
| All | +12,825.5% | +221.5% | +12,604.0% | +5,003.8% |
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