+366.8%
CSCO vs FXI
+14.7%
+352.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.4% | +0.7% |
| 7D | -0.5% | -1.0% | +0.4% | -0.2% |
| 30D | -10.1% | -3.2% | -6.9% | -9.2% |
| 3M | -11.7% | +1.7% | -13.4% | -12.3% |
| 6M | +40.1% | -1.6% | +41.7% | +40.3% |
| YTD | +43.8% | -7.9% | +51.7% | +46.8% |
| 1Y | +66.6% | -9.6% | +76.2% | +70.8% |
| 3Y | +108.5% | +40.5% | +68.1% | +81.3% |
| 5Y | +114.0% | -6.2% | +120.2% | +114.8% |
| 10Y | +366.8% | +14.2% | +352.7% | +317.1% |
| All | +366.8% | +14.7% | +352.1% | +317.1% |
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 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