+140.7%
GOOG vs FXI
+36.5%
+104.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.7% |
| 7D | -1.6% | -2.8% | +1.2% | -0.8% |
| 30D | -7.7% | -5.3% | -2.3% | -6.3% |
| 3M | -9.3% | +0.3% | -9.6% | -9.4% |
| 6M | +7.4% | -4.6% | +12.0% | +8.8% |
| YTD | +4.9% | -9.1% | +13.9% | +7.3% |
| 1Y | +37.2% | -12.0% | +49.2% | +41.4% |
| All | +140.7% | +36.5% | +104.2% | +119.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling