+63.0%
QLD vs FXI
-0.9%
+64.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +1.0% | -13.7% | -13.3% |
| 7D | -18.6% | +6.9% | -25.4% | -21.9% |
| 30D | -28.3% | +3.5% | -31.7% | -29.9% |
| 3M | -20.4% | -3.2% | -17.2% | -19.1% |
| 6M | -14.3% | -3.5% | -10.8% | -12.8% |
| YTD | +2.8% | -8.1% | +10.8% | +7.8% |
| 1Y | -1.2% | -10.5% | +9.3% | +5.3% |
| 3Y | +135.3% | +43.0% | +92.3% | +82.7% |
| All | +63.0% | -0.9% | +64.0% | +74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling