+9.0%
AVGO vs FXI
-11.6%
+20.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.3% |
| 7D | -0.8% | -2.8% | +2.0% | +1.0% |
| 30D | -13.7% | -5.3% | -8.4% | -10.5% |
| 3M | -6.9% | +0.3% | -7.3% | -7.9% |
| 6M | +5.8% | -4.6% | +10.4% | +8.3% |
| YTD | +5.7% | -9.1% | +14.8% | +12.3% |
| 1Y | +9.0% | -12.0% | +21.0% | +19.1% |
| All | +9.0% | -11.6% | +20.6% | +19.1% |
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