+403.2%
INTC vs FXI
+200.0%
+203.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +6.0% | -4.2% | +10.2% | +8.1% |
| 30D | -39.2% | -1.1% | -38.1% | -39.2% |
| 3M | -42.9% | -4.0% | -39.0% | -42.2% |
| 6M | -50.4% | -11.8% | -38.6% | -47.8% |
| YTD | +61.7% | -11.9% | +73.6% | +70.8% |
| 1Y | +66.1% | -16.1% | +82.3% | +79.7% |
| 3Y | +58.1% | +38.8% | +19.4% | +30.6% |
| 5Y | +27.9% | -9.1% | +36.9% | +24.6% |
| 10Y | +111.1% | +18.4% | +92.7% | +81.0% |
| All | +403.2% | +200.0% | +203.1% | +162.9% |
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