+707.9%
INTC vs FXI
+221.5%
+486.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.5% | +3.0% | +3.8% |
| 7D | +7.1% | +1.0% | +6.0% | +6.6% |
| 30D | -5.2% | -0.6% | -4.7% | -5.1% |
| 3M | -14.3% | +1.9% | -16.2% | -15.3% |
| 6M | +110.2% | -0.2% | +110.3% | +110.3% |
| YTD | +159.6% | -5.6% | +165.2% | +167.0% |
| 1Y | +289.3% | -4.7% | +293.9% | +298.1% |
| 3Y | +166.1% | +38.0% | +128.0% | +121.3% |
| 5Y | +94.4% | -2.7% | +97.0% | +83.9% |
| 10Y | +227.7% | +19.9% | +207.8% | +180.6% |
| All | +707.9% | +221.5% | +486.4% | +311.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling