+84.3%
QLD vs FXI
-2.8%
+87.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.8% |
| 7D | -3.8% | +3.7% | -7.5% | -6.0% |
| 30D | -20.5% | +0.5% | -21.0% | -20.9% |
| 3M | -14.6% | -5.7% | -8.9% | -11.9% |
| 6M | -14.7% | -6.9% | -7.8% | -11.4% |
| YTD | +11.2% | -9.5% | +20.7% | +17.7% |
| 1Y | +7.1% | -14.0% | +21.1% | +16.9% |
| 3Y | +141.1% | +44.5% | +96.6% | +85.6% |
| 5Y | +84.3% | -2.8% | +87.1% | +100.7% |
| All | +84.3% | -2.8% | +87.1% | +100.7% |
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