+700.7%
GOOGL vs FXI
+19.2%
+681.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.3% |
| 7D | +5.7% | -4.2% | +9.9% | +7.6% |
| 30D | -15.6% | -2.0% | -13.5% | -14.9% |
| 3M | -13.0% | -5.0% | -8.0% | -11.2% |
| 6M | -22.8% | -9.6% | -13.2% | -19.6% |
| YTD | -4.4% | -11.9% | +7.5% | +0.5% |
| 1Y | +4.5% | -16.7% | +21.1% | +12.3% |
| 3Y | +127.4% | +40.6% | +86.8% | +86.6% |
| 5Y | +102.8% | -9.1% | +111.9% | +105.0% |
| All | +700.7% | +19.2% | +681.5% | +610.5% |
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