+19.7%
QCOM vs FXI
-8.4%
+28.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.9% |
| 7D | +13.0% | -4.2% | +17.2% | +15.0% |
| 30D | +0.2% | -2.0% | +2.2% | +0.9% |
| 3M | +9.2% | -5.0% | +14.2% | +11.3% |
| 6M | -15.0% | -9.6% | -5.4% | -11.6% |
| YTD | +5.2% | -11.9% | +17.1% | +10.5% |
| 1Y | +2.4% | -16.7% | +19.0% | +10.1% |
| 3Y | +52.0% | +40.6% | +11.3% | +28.2% |
| 5Y | +19.7% | -9.1% | +28.8% | +26.4% |
| All | +19.7% | -8.4% | +28.1% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling