+2,856.4%
AVGO vs FXI
+13.0%
+2,843.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.5% |
| 7D | -0.8% | -2.8% | +2.0% | +0.6% |
| 30D | -13.7% | -5.3% | -8.4% | -11.5% |
| 3M | -6.9% | +0.3% | -7.3% | -7.4% |
| 6M | +5.8% | -4.6% | +10.4% | +8.0% |
| YTD | +5.7% | -9.1% | +14.8% | +10.5% |
| 1Y | +9.0% | -12.0% | +21.0% | +16.0% |
| 3Y | +340.5% | +38.6% | +301.9% | +257.9% |
| 5Y | +711.1% | -6.6% | +717.6% | +708.6% |
| 10Y | +2,856.4% | +15.0% | +2,841.4% | +2,436.2% |
| All | +2,856.4% | +13.0% | +2,843.4% | +2,436.2% |
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 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