+568.8%
QCOM vs FXI
+221.5%
+347.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.6% |
| 7D | +3.3% | +1.0% | +2.3% | +2.8% |
| 30D | +7.7% | -0.6% | +8.3% | +7.9% |
| 3M | -30.1% | +1.9% | -32.0% | -30.8% |
| 6M | +22.8% | -0.2% | +23.0% | +22.8% |
| YTD | +0.2% | -5.6% | +5.8% | +2.6% |
| 1Y | +7.9% | -4.7% | +12.5% | +10.1% |
| 3Y | +55.8% | +38.0% | +17.8% | +30.2% |
| 5Y | +30.1% | -2.7% | +32.7% | +23.4% |
| 10Y | +248.9% | +19.9% | +229.0% | +203.0% |
| All | +568.8% | +221.5% | +347.3% | +200.4% |
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 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