+108.5%
CSCO vs FXI
+40.3%
+68.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.4% | +0.4% |
| 7D | -0.5% | -1.0% | +0.4% | -0.3% |
| 30D | -10.1% | -3.2% | -6.9% | -9.6% |
| 3M | -11.7% | +1.7% | -13.4% | -12.1% |
| 6M | +40.1% | -1.6% | +41.7% | +40.0% |
| YTD | +43.8% | -7.9% | +51.7% | +45.7% |
| 1Y | +66.6% | -9.6% | +76.2% | +69.2% |
| 3Y | +108.5% | +40.5% | +68.1% | +98.8% |
| All | +108.5% | +40.3% | +68.2% | +98.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling