+692.8%
GOOGL vs FXI
+19.2%
+673.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +3.9% | -4.2% | +8.1% | +5.7% |
| 30D | -14.9% | -1.1% | -13.8% | -14.6% |
| 3M | -14.6% | -4.0% | -10.6% | -13.2% |
| 6M | -26.4% | -11.8% | -14.6% | -22.7% |
| YTD | -5.3% | -11.9% | +6.6% | -0.5% |
| 1Y | +6.5% | -16.1% | +22.6% | +14.1% |
| 3Y | +126.0% | +38.8% | +87.3% | +86.7% |
| 5Y | +100.8% | -9.1% | +109.9% | +103.0% |
| All | +692.8% | +19.2% | +673.6% | +603.5% |
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