+1,351.8%
QLD vs FXI
+19.8%
+1,332.1%
-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 | -10.3% | +5.7% | -15.9% | -14.4% |
| 30D | -26.1% | +4.6% | -30.6% | -29.0% |
| 3M | -17.8% | -2.8% | -15.0% | -16.3% |
| 6M | -15.6% | -6.1% | -9.5% | -11.8% |
| YTD | +5.4% | -8.0% | +13.4% | +12.2% |
| 1Y | +5.2% | -11.3% | +16.6% | +15.6% |
| 3Y | +139.4% | +42.6% | +96.8% | +61.7% |
| 5Y | +66.7% | -0.1% | +66.8% | +57.3% |
| All | +1,351.8% | +19.8% | +1,332.1% | +1,180.5% |
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