+38.8%
PYPL vs FXI
+13.0%
+25.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.2% |
| 7D | -4.3% | -2.8% | -1.6% | -2.9% |
| 30D | -11.5% | -5.3% | -6.1% | -8.9% |
| 3M | +26.1% | +0.3% | +25.8% | +25.6% |
| 6M | +13.7% | -4.6% | +18.3% | +16.2% |
| YTD | -9.8% | -9.1% | -0.8% | -5.5% |
| 1Y | -22.1% | -12.0% | -10.1% | -16.8% |
| 3Y | -13.5% | +38.6% | -52.1% | -32.2% |
| 5Y | -81.6% | -6.6% | -75.0% | -81.7% |
| 10Y | +38.8% | +15.0% | +23.8% | +23.6% |
| All | +38.8% | +13.0% | +25.8% | +23.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling