+555.6%
QCOM vs FXI
+213.2%
+342.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | +0.4% | +5.7% | -5.3% | -2.2% |
| 30D | -6.6% | +4.6% | -11.2% | -8.6% |
| 3M | +3.7% | -2.8% | +6.5% | +4.8% |
| 6M | -13.3% | -6.1% | -7.2% | -11.1% |
| YTD | -1.8% | -8.0% | +6.3% | +1.6% |
| 1Y | -2.5% | -11.3% | +8.8% | +2.6% |
| 3Y | +47.0% | +42.6% | +4.3% | +20.7% |
| 5Y | +13.1% | -0.1% | +13.2% | +6.1% |
| 10Y | +224.7% | +22.7% | +201.9% | +179.1% |
| All | +555.6% | +213.2% | +342.4% | +197.4% |
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