+1,502.1%
QLD vs FXI
+19.2%
+1,482.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +7.0% | -4.2% | +11.2% | +10.7% |
| 30D | -14.3% | -1.1% | -13.2% | -13.9% |
| 3M | -16.0% | -4.0% | -12.0% | -13.7% |
| 6M | -14.2% | -11.8% | -2.4% | -5.7% |
| YTD | +12.8% | -11.9% | +24.7% | +24.3% |
| 1Y | +14.1% | -16.1% | +30.2% | +31.0% |
| 3Y | +146.0% | +38.8% | +107.2% | +69.4% |
| 5Y | +82.0% | -9.1% | +91.1% | +89.8% |
| All | +1,502.1% | +19.2% | +1,482.9% | +1,324.6% |
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