+806.9%
CSCO vs FXI
+221.5%
+585.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | -0.1% |
| 7D | -0.7% | +1.0% | -1.7% | -1.1% |
| 30D | -10.1% | -0.6% | -9.6% | -9.9% |
| 3M | -15.7% | +1.9% | -17.6% | -16.4% |
| 6M | +36.3% | -0.2% | +36.4% | +35.7% |
| YTD | +43.8% | -5.6% | +49.4% | +46.4% |
| 1Y | +63.9% | -4.7% | +68.6% | +65.8% |
| 3Y | +104.4% | +38.0% | +66.3% | +71.3% |
| 5Y | +111.4% | -2.7% | +114.0% | +94.2% |
| 10Y | +361.7% | +19.9% | +341.8% | +276.9% |
| All | +806.9% | +221.5% | +585.4% | +353.4% |
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