+9,769.3%
GOOG vs FXI
+213.7%
+9,555.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +1.0% |
| 7D | +1.1% | -1.0% | +2.0% | +1.4% |
| 30D | -5.1% | -3.2% | -1.8% | -3.9% |
| 3M | -7.1% | +1.7% | -8.8% | -7.7% |
| 6M | +12.7% | -1.6% | +14.2% | +13.3% |
| YTD | +7.1% | -7.9% | +15.0% | +10.3% |
| 1Y | +43.6% | -9.6% | +53.2% | +49.0% |
| 3Y | +146.8% | +40.5% | +106.3% | +107.8% |
| 5Y | +133.7% | -6.2% | +139.9% | +123.6% |
| 10Y | +773.3% | +14.2% | +759.2% | +668.0% |
| All | +9,769.3% | +213.7% | +9,555.7% | +5,547.6% |
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