+755.6%
GOOGL vs FXI
+17.1%
+738.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.6% |
| 7D | 0.0% | -3.9% | +3.9% | +1.7% |
| 30D | -1.4% | -2.1% | +0.7% | -0.6% |
| 3M | -5.3% | -0.5% | -4.9% | -5.2% |
| 6M | +9.8% | -4.5% | +14.3% | +11.8% |
| YTD | +8.4% | -9.2% | +17.6% | +12.6% |
| 1Y | +41.2% | -13.8% | +55.0% | +49.8% |
| 3Y | +149.6% | +36.6% | +113.0% | +108.1% |
| 5Y | +142.6% | -6.7% | +149.2% | +141.2% |
| All | +755.6% | +17.1% | +738.5% | +641.3% |
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