+58.1%
EBAY vs FXI
-8.2%
+66.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.0% | +1.6% |
| 7D | -0.8% | -2.8% | +2.0% | 0.0% |
| 30D | -0.6% | -3.7% | +3.1% | +0.4% |
| 3M | -1.0% | -0.4% | -0.6% | -1.0% |
| 6M | +16.3% | -5.4% | +21.7% | +17.9% |
| YTD | +21.7% | -9.6% | +31.3% | +24.9% |
| 1Y | +16.5% | -11.9% | +28.4% | +20.6% |
| 3Y | +154.2% | +37.8% | +116.3% | +125.6% |
| 5Y | +58.1% | -7.0% | +65.1% | +59.8% |
| All | +58.1% | -8.2% | +66.2% | +59.8% |
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