+31,416.6%
AVGO vs FXI
+26.3%
+31,390.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.6% |
| 7D | -3.0% | +1.0% | -4.0% | -3.5% |
| 30D | -14.4% | -0.6% | -13.9% | -14.3% |
| 3M | -14.4% | +1.9% | -16.3% | -15.5% |
| 6M | +13.1% | -0.2% | +13.3% | +12.9% |
| YTD | +3.8% | -5.6% | +9.4% | +6.8% |
| 1Y | +17.8% | -4.7% | +22.4% | +20.7% |
| 3Y | +325.3% | +38.0% | +287.2% | +242.2% |
| 5Y | +689.9% | -2.7% | +692.6% | +637.2% |
| 10Y | +2,597.0% | +19.9% | +2,577.1% | +2,102.0% |
| All | +31,416.6% | +26.3% | +31,390.3% | +23,067.5% |
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