+345.6%
AVGO vs FXI
+40.3%
+305.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.5% | +5.4% | +4.0% |
| 7D | -0.3% | -1.0% | +0.7% | 0.0% |
| 30D | -13.8% | -3.2% | -10.6% | -12.8% |
| 3M | -6.9% | +1.7% | -8.6% | -7.8% |
| 6M | +11.9% | -1.6% | +13.5% | +12.4% |
| YTD | +6.9% | -7.9% | +14.8% | +10.2% |
| 1Y | +7.4% | -9.6% | +17.0% | +11.6% |
| 3Y | +345.6% | +40.5% | +305.1% | +296.0% |
| All | +345.6% | +40.3% | +305.2% | +296.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling