+113.3%
CSCO vs FXI
-4.2%
+117.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.3% |
| 7D | -0.7% | +1.0% | -1.7% | -0.8% |
| 30D | -10.1% | -0.6% | -9.6% | -10.0% |
| 3M | -15.7% | +1.9% | -17.6% | -16.0% |
| 6M | +36.3% | -0.2% | +36.4% | +36.0% |
| YTD | +43.8% | -5.6% | +49.4% | +44.8% |
| 1Y | +63.9% | -4.7% | +68.6% | +64.7% |
| 3Y | +104.4% | +38.0% | +66.3% | +92.6% |
| All | +113.3% | -4.2% | +117.5% | +107.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling