+154.7%
QLD vs FXI
+43.4%
+111.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.8% | +7.6% | +7.2% |
| 7D | -1.4% | +4.4% | -5.8% | -3.7% |
| 30D | -19.6% | +1.2% | -20.8% | -20.2% |
| 3M | -14.1% | -4.2% | -10.0% | -12.5% |
| 6M | -13.6% | -6.2% | -7.4% | -11.0% |
| YTD | +12.5% | -8.8% | +21.3% | +17.6% |
| 1Y | +13.1% | -11.6% | +24.8% | +20.1% |
| 3Y | +154.7% | +45.1% | +109.6% | +120.6% |
| All | +154.7% | +43.4% | +111.4% | +120.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling