-12.8%
AVGO vs FXI
-9.9%
-2.9%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.8% | +5.5% |
| 7D | +25.0% | -4.2% | +29.2% | +25.1% |
| 30D | +2.0% | -2.0% | +4.0% | +2.0% |
| 3M | -12.3% | -5.0% | -7.3% | -11.7% |
| 6M | -12.8% | -9.6% | -3.2% | -10.3% |
| All | -12.8% | -9.9% | -2.9% | -10.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling