+318.1%
CMCSA vs FXI
+200.0%
+118.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.4% |
| 7D | -0.6% | -4.2% | +3.6% | +1.0% |
| 30D | +18.8% | -2.0% | +20.8% | +19.7% |
| 3M | -1.1% | -5.0% | +3.9% | +0.8% |
| 6M | +2.5% | -9.6% | +12.2% | +6.3% |
| YTD | -6.7% | -11.9% | +5.2% | -2.7% |
| 1Y | 0.0% | -16.7% | +16.6% | +6.4% |
| 3Y | -28.9% | +40.6% | -69.5% | -41.2% |
| 5Y | -41.1% | -9.1% | -32.1% | -44.2% |
| 10Y | +4.5% | +18.4% | -13.9% | -14.9% |
| All | +318.1% | +200.0% | +118.0% | +113.8% |
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