+117.4%
INTC vs FXI
+19.2%
+98.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.4% |
| 7D | +17.1% | -4.2% | +21.3% | +19.7% |
| 30D | -40.5% | -2.0% | -38.5% | -40.1% |
| 3M | -39.4% | -5.0% | -34.4% | -38.2% |
| 6M | -49.3% | -9.6% | -39.6% | -47.0% |
| YTD | +65.9% | -11.9% | +77.8% | +76.1% |
| 1Y | +61.5% | -16.7% | +78.2% | +76.6% |
| 3Y | +59.6% | +40.6% | +19.0% | +27.7% |
| 5Y | +31.2% | -9.1% | +40.2% | +32.9% |
| All | +117.4% | +19.2% | +98.2% | +100.2% |
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