+1,418.0%
QLD vs FXI
+20.5%
+1,397.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.8% | +7.6% | +7.5% |
| 7D | -1.4% | +4.4% | -5.8% | -5.1% |
| 30D | -19.6% | +1.2% | -20.8% | -20.6% |
| 3M | -14.1% | -4.2% | -10.0% | -11.6% |
| 6M | -13.6% | -6.2% | -7.4% | -9.7% |
| YTD | +12.5% | -8.8% | +21.3% | +20.6% |
| 1Y | +13.1% | -11.6% | +24.8% | +24.6% |
| 3Y | +154.7% | +45.1% | +109.6% | +68.8% |
| 5Y | +81.1% | -1.2% | +82.3% | +72.6% |
| 10Y | +1,418.0% | +20.1% | +1,397.9% | +1,212.2% |
| All | +1,418.0% | +20.5% | +1,397.5% | +1,212.2% |
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