+116.0%
INTC vs FXI
-6.0%
+122.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.2% |
| 7D | +18.0% | -2.8% | +20.8% | +19.2% |
| 30D | +8.9% | -5.3% | +14.3% | +11.2% |
| 3M | -1.6% | +0.3% | -1.9% | -2.1% |
| 6M | +133.1% | -4.6% | +137.7% | +137.5% |
| YTD | +187.9% | -9.1% | +197.0% | +199.3% |
| 1Y | +334.7% | -12.0% | +346.7% | +357.3% |
| 3Y | +184.2% | +38.6% | +145.5% | +146.0% |
| 5Y | +116.0% | -6.6% | +122.6% | +108.4% |
| All | +116.0% | -6.0% | +122.0% | +108.4% |
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