+718.3%
CSCO vs FXI
+208.4%
+509.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | -4.7% | +3.7% | -8.4% | -6.1% |
| 30D | -17.1% | +0.5% | -17.6% | -17.4% |
| 3M | -19.6% | -5.7% | -13.9% | -17.9% |
| 6M | +2.4% | -6.9% | +9.3% | +4.8% |
| YTD | +29.8% | -9.5% | +39.2% | +34.0% |
| 1Y | +38.7% | -14.0% | +52.7% | +46.1% |
| 3Y | +101.3% | +44.5% | +56.8% | +65.3% |
| 5Y | +94.8% | -2.8% | +97.6% | +78.9% |
| 10Y | +324.2% | +20.3% | +303.9% | +244.8% |
| All | +718.3% | +208.4% | +509.9% | +315.1% |
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