+230.9%
QCOM vs FXI
+20.5%
+210.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +4.1% |
| 7D | +5.8% | +4.4% | +1.4% | +3.3% |
| 30D | -2.3% | +1.2% | -3.5% | -3.0% |
| 3M | +2.7% | -4.2% | +6.9% | +4.7% |
| 6M | -21.0% | -6.2% | -14.8% | -18.6% |
| YTD | +1.8% | -8.8% | +10.6% | +6.3% |
| 1Y | +2.4% | -11.6% | +14.0% | +8.7% |
| 3Y | +52.1% | +45.1% | +7.0% | +18.4% |
| 5Y | +14.6% | -1.2% | +15.8% | +10.0% |
| 10Y | +230.9% | +20.1% | +210.8% | +188.4% |
| All | +230.9% | +20.5% | +210.4% | +188.4% |
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 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