+1,106.2%
DELL vs FXI
-6.0%
+1,112.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.7% |
| 7D | +8.7% | -2.8% | +11.5% | +9.7% |
| 30D | +16.9% | -5.3% | +22.2% | +18.9% |
| 3M | +40.4% | +0.3% | +40.1% | +39.8% |
| 6M | +267.1% | -4.6% | +271.6% | +271.7% |
| YTD | +329.1% | -9.1% | +338.2% | +342.0% |
| 1Y | +346.9% | -12.0% | +358.9% | +365.3% |
| 3Y | +696.6% | +38.6% | +658.0% | +606.5% |
| 5Y | +1,106.2% | -6.6% | +1,112.8% | +1,055.4% |
| All | +1,106.2% | -6.0% | +1,112.2% | +1,055.4% |
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 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