+252.1%
INTC vs FXI
+17.1%
+235.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.4% |
| 7D | +7.5% | -3.9% | +11.3% | +9.6% |
| 30D | +2.0% | -2.1% | +4.1% | +2.9% |
| 3M | -12.0% | -0.5% | -11.5% | -12.3% |
| 6M | +114.5% | -4.5% | +119.1% | +119.6% |
| YTD | +179.0% | -9.2% | +188.2% | +193.3% |
| 1Y | +318.3% | -13.8% | +332.1% | +351.4% |
| 3Y | +171.2% | +36.6% | +134.6% | +121.7% |
| 5Y | +107.6% | -6.7% | +114.3% | +107.4% |
| All | +252.1% | +17.1% | +235.1% | +213.8% |
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