+132.5%
GOOGL vs FXI
-6.0%
+138.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -1.9% |
| 7D | -1.9% | -2.8% | +0.9% | -1.0% |
| 30D | -7.5% | -5.3% | -2.1% | -6.0% |
| 3M | -9.2% | +0.3% | -9.5% | -9.3% |
| 6M | +8.1% | -4.6% | +12.6% | +9.5% |
| YTD | +5.8% | -9.1% | +14.9% | +8.7% |
| 1Y | +38.3% | -12.0% | +50.3% | +43.3% |
| 3Y | +144.8% | +38.6% | +106.1% | +117.0% |
| 5Y | +132.5% | -6.6% | +139.1% | +121.3% |
| All | +132.5% | -6.0% | +138.5% | +121.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling