+780.7%
GOOG vs FXI
+17.1%
+763.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | 0.0% | -3.9% | +3.9% | +1.7% |
| 30D | -2.0% | -2.1% | +0.1% | -1.1% |
| 3M | -5.9% | -0.5% | -5.4% | -5.7% |
| 6M | +8.9% | -4.5% | +13.4% | +10.9% |
| YTD | +7.1% | -9.2% | +16.4% | +11.2% |
| 1Y | +39.7% | -13.8% | +53.5% | +48.1% |
| 3Y | +145.8% | +36.6% | +109.3% | +105.4% |
| 5Y | +138.6% | -6.7% | +145.3% | +137.3% |
| All | +780.7% | +17.1% | +763.6% | +664.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling