+682.4%
CSCO vs FXI
+213.2%
+469.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -10.2% | +5.7% | -15.9% | -12.2% |
| 30D | -20.1% | +4.6% | -24.6% | -21.5% |
| 3M | -22.1% | -2.8% | -19.3% | -21.3% |
| 6M | +3.2% | -6.1% | +9.3% | +5.3% |
| YTD | +24.1% | -8.0% | +32.1% | +27.4% |
| 1Y | +34.6% | -11.3% | +45.9% | +40.1% |
| 3Y | +90.0% | +42.6% | +47.3% | +56.9% |
| 5Y | +88.6% | -0.1% | +88.6% | +71.2% |
| 10Y | +316.5% | +22.7% | +293.8% | +235.8% |
| All | +682.4% | +213.2% | +469.2% | +294.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling