+1,631.1%
QLD vs FXI
+18.1%
+1,612.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.9% |
| 7D | +0.6% | +1.0% | -0.5% | -0.3% |
| 30D | -0.1% | -0.6% | +0.4% | +0.2% |
| 3M | -8.4% | +1.9% | -10.3% | -10.1% |
| 6M | +32.2% | -0.2% | +32.4% | +32.2% |
| YTD | +28.9% | -5.6% | +34.5% | +34.8% |
| 1Y | +43.8% | -4.7% | +48.5% | +49.4% |
| 3Y | +176.6% | +38.0% | +138.6% | +93.7% |
| 5Y | +121.6% | -2.7% | +124.2% | +116.4% |
| All | +1,631.1% | +18.1% | +1,612.9% | +1,375.1% |
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