-44.5%
CMCSA vs FXI
-4.8%
-39.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.8% | -0.2% |
| 7D | +0.1% | -1.0% | +1.1% | +0.3% |
| 30D | +3.8% | -3.2% | +7.1% | +4.4% |
| 3M | +12.3% | +1.7% | +10.6% | +12.0% |
| 6M | -15.4% | -1.6% | -13.8% | -15.3% |
| YTD | -2.5% | -7.9% | +5.4% | -1.4% |
| 1Y | -13.4% | -9.6% | -3.7% | -12.2% |
| 3Y | -30.4% | +40.5% | -70.8% | -36.2% |
| All | -44.5% | -4.8% | -39.7% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling