+678.3%
DELL vs FXI
+36.5%
+641.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.8% |
| 7D | +8.7% | -2.8% | +11.5% | +10.0% |
| 30D | +16.9% | -5.3% | +22.2% | +19.4% |
| 3M | +40.4% | +0.3% | +40.1% | +39.5% |
| 6M | +267.1% | -4.6% | +271.6% | +272.9% |
| YTD | +329.1% | -9.1% | +338.2% | +345.5% |
| 1Y | +346.9% | -12.0% | +358.9% | +370.4% |
| All | +678.3% | +36.5% | +641.8% | +548.9% |
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