-6.8%
AVGO vs FXI
-10.5%
+3.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.2% | -6.2% | -4.2% |
| 7D | -7.5% | +6.6% | -14.0% | -10.8% |
| 30D | -10.2% | +2.2% | -12.4% | -11.2% |
| 3M | -22.0% | -4.7% | -17.3% | -19.5% |
| 6M | -21.6% | -4.7% | -16.9% | -19.6% |
| YTD | -5.4% | -9.0% | +3.5% | -0.2% |
| 1Y | -6.8% | -10.5% | +3.7% | 0.0% |
| All | -6.8% | -10.5% | +3.7% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling