+216.5%
QCOM vs FXI
+19.8%
+196.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | +0.4% | +5.7% | -5.3% | -2.6% |
| 30D | -6.6% | +4.6% | -11.2% | -8.9% |
| 3M | +3.7% | -2.8% | +6.5% | +4.9% |
| 6M | -13.3% | -6.1% | -7.2% | -10.8% |
| YTD | -1.8% | -8.0% | +6.3% | +2.1% |
| 1Y | -2.5% | -11.3% | +8.8% | +3.3% |
| 3Y | +47.0% | +42.6% | +4.3% | +15.6% |
| 5Y | +13.1% | -0.1% | +13.2% | +7.8% |
| All | +216.5% | +19.8% | +196.7% | +177.9% |
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 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