+4,681.2%
DELL vs FXI
+21.8%
+4,659.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +0.9% |
| 7D | +14.9% | +1.0% | +13.8% | +14.4% |
| 30D | +13.3% | -0.6% | +13.8% | +13.5% |
| 3M | +24.4% | +1.9% | +22.5% | +23.0% |
| 6M | +258.0% | -0.2% | +258.2% | +256.8% |
| YTD | +320.2% | -5.6% | +325.8% | +329.3% |
| 1Y | +319.1% | -4.7% | +323.7% | +326.2% |
| 3Y | +706.5% | +38.0% | +668.5% | +582.1% |
| 5Y | +1,071.9% | -2.7% | +1,074.6% | +1,041.1% |
| 10Y | +4,683.5% | +19.9% | +4,663.6% | +4,070.4% |
| All | +4,681.2% | +21.8% | +4,659.4% | +4,025.2% |
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