+4.1%
CMCSA vs FXI
+20.8%
-16.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.5% |
| 7D | +0.7% | -1.9% | +2.6% | +1.2% |
| 30D | +21.0% | -0.6% | +21.6% | +21.2% |
| 3M | -0.9% | -4.9% | +3.9% | +0.4% |
| 6M | +2.9% | -8.8% | +11.7% | +5.3% |
| YTD | -5.9% | -10.7% | +4.8% | -3.4% |
| 1Y | +2.5% | -15.2% | +17.7% | +6.7% |
| 3Y | -28.3% | +42.5% | -70.7% | -38.1% |
| 5Y | -40.8% | -7.8% | -33.0% | -41.0% |
| All | +4.1% | +20.8% | -16.6% | -6.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling