+61.9%
PYPL vs FXI
+2.6%
+59.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.7% |
| 7D | +1.0% | +3.7% | -2.7% | -1.0% |
| 30D | +5.9% | +0.5% | +5.4% | +5.5% |
| 3M | -0.2% | -5.7% | +5.5% | +2.7% |
| 6M | +30.3% | -6.9% | +37.2% | +34.9% |
| YTD | +1.6% | -9.5% | +11.0% | +6.5% |
| 1Y | -10.3% | -14.0% | +3.7% | -3.1% |
| 3Y | +8.5% | +44.5% | -36.0% | -16.8% |
| 5Y | -71.0% | -2.8% | -68.2% | -72.2% |
| 10Y | +46.9% | +20.3% | +26.6% | +23.5% |
| All | +61.9% | +2.6% | +59.3% | +40.5% |
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