+9,813.3%
GOOGL vs FXI
+221.5%
+9,591.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.7% |
| 7D | -2.3% | +1.0% | -3.3% | -2.7% |
| 30D | -6.6% | -0.6% | -6.0% | -6.4% |
| 3M | -8.9% | +1.9% | -10.9% | -9.7% |
| 6M | +11.9% | -0.2% | +12.0% | +11.9% |
| YTD | +8.3% | -5.6% | +13.9% | +10.6% |
| 1Y | +46.2% | -4.7% | +50.9% | +48.6% |
| 3Y | +151.9% | +38.0% | +113.8% | +113.5% |
| 5Y | +137.7% | -2.7% | +140.4% | +124.0% |
| 10Y | +757.6% | +19.9% | +737.6% | +640.8% |
| All | +9,813.3% | +221.5% | +9,591.7% | +5,523.7% |
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