+305.0%
INTC vs FXI
-12.7%
+317.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -5.2% |
| 7D | +9.4% | -2.8% | +12.2% | +11.3% |
| 30D | +2.7% | -3.7% | +6.3% | +5.0% |
| 3M | -6.3% | -0.4% | -5.9% | -6.7% |
| 6M | +114.5% | -5.4% | +119.9% | +125.1% |
| YTD | +171.9% | -9.6% | +181.5% | +194.2% |
| 1Y | +305.0% | -11.9% | +316.9% | +361.3% |
| All | +305.0% | -12.7% | +317.7% | +361.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling