+695.2%
AVGO vs FXI
-4.8%
+700.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.3% |
| 7D | -3.0% | +1.0% | -4.0% | -3.3% |
| 30D | -14.4% | -0.6% | -13.9% | -14.3% |
| 3M | -14.4% | +1.9% | -16.3% | -15.1% |
| 6M | +13.1% | -0.2% | +13.3% | +13.0% |
| YTD | +3.8% | -5.6% | +9.4% | +5.7% |
| 1Y | +17.8% | -4.7% | +22.4% | +19.8% |
| 3Y | +325.3% | +38.0% | +287.2% | +276.9% |
| All | +695.2% | -4.8% | +700.0% | +662.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling