+30,513.3%
AVGO vs FXI
+17.8%
+30,495.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.8% | -4.8% |
| 7D | +18.2% | -4.2% | +22.4% | +20.7% |
| 30D | +0.2% | -1.1% | +1.3% | +0.5% |
| 3M | -16.8% | -4.0% | -12.8% | -15.5% |
| 6M | -16.5% | -11.8% | -4.6% | -11.3% |
| YTD | +0.8% | -11.9% | +12.7% | +7.0% |
| 1Y | +2.8% | -16.1% | +18.9% | +12.1% |
| 3Y | +278.5% | +38.8% | +239.8% | +201.9% |
| 5Y | +573.1% | -9.1% | +582.1% | +551.5% |
| 10Y | +2,598.7% | +18.4% | +2,580.2% | +2,102.0% |
| All | +30,513.3% | +17.8% | +30,495.5% | +23,128.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling