+308.5%
CSCO vs FXI
+19.2%
+289.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | 0.0% | -6.2% | -6.2% |
| 7D | +1.9% | -4.2% | +6.1% | +3.2% |
| 30D | -15.8% | -1.1% | -14.7% | -15.7% |
| 3M | -15.4% | -4.0% | -11.4% | -14.5% |
| 6M | -5.4% | -11.8% | +6.4% | -2.2% |
| YTD | +26.5% | -11.9% | +38.4% | +30.6% |
| 1Y | +25.9% | -16.1% | +42.0% | +31.9% |
| 3Y | +97.5% | +38.8% | +58.7% | +72.1% |
| 5Y | +93.0% | -9.1% | +102.1% | +95.7% |
| All | +308.5% | +19.2% | +289.3% | +267.2% |
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