+24.0%
INTC vs FXI
-5.2%
+29.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.8% |
| 7D | -4.0% | +3.7% | -7.7% | -5.6% |
| 30D | -44.5% | +0.5% | -45.0% | -44.8% |
| 3M | -40.4% | -5.7% | -34.7% | -39.2% |
| 6M | -53.5% | -6.9% | -46.6% | -52.4% |
| YTD | +57.5% | -9.5% | +67.0% | +63.6% |
| 1Y | +51.2% | -14.0% | +65.2% | +60.3% |
| 3Y | +51.6% | +44.5% | +7.1% | +28.4% |
| All | +24.0% | -5.2% | +29.2% | +28.6% |
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