-28.3%
CMCSA vs FXI
+43.3%
-71.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +4.6% | +3.7% | +0.9% | +4.2% |
| 30D | +19.8% | +0.5% | +19.3% | +19.7% |
| 3M | -0.3% | -5.7% | +5.4% | +0.2% |
| 6M | +0.3% | -6.9% | +7.2% | +0.9% |
| YTD | -6.9% | -9.5% | +2.5% | -6.2% |
| 1Y | +2.6% | -14.0% | +16.6% | +3.9% |
| All | -28.3% | +43.3% | -71.6% | -32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling