+40.5%
CSCO vs FXI
-16.7%
+57.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.4% |
| 7D | +6.6% | -4.2% | +10.7% | +7.2% |
| 30D | -11.3% | -2.0% | -9.3% | -11.1% |
| 3M | -17.3% | -5.0% | -12.4% | -16.7% |
| 6M | +3.5% | -9.6% | +13.2% | +4.5% |
| YTD | +34.9% | -11.9% | +46.8% | +39.0% |
| 1Y | +40.5% | -16.7% | +57.1% | +44.6% |
| All | +40.5% | -16.7% | +57.2% | +44.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling