+3.6%
GOOG vs FXI
-10.5%
+14.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.2% | -1.0% | +1.0% |
| 7D | -10.7% | +6.6% | -17.3% | -13.8% |
| 30D | -16.4% | +2.2% | -18.6% | -17.4% |
| 3M | -23.4% | -4.7% | -18.7% | -21.3% |
| 6M | -24.2% | -4.7% | -19.6% | -22.0% |
| YTD | -8.3% | -9.0% | +0.7% | -5.0% |
| 1Y | +3.6% | -10.5% | +14.1% | +9.0% |
| All | +3.6% | -10.5% | +14.1% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling