+7,256.1%
QLD vs FXI
+134.8%
+7,121.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +1.0% | -13.7% | -13.6% |
| 7D | -18.6% | +6.9% | -25.4% | -23.1% |
| 30D | -28.3% | +3.5% | -31.7% | -30.5% |
| 3M | -20.4% | -3.2% | -17.2% | -18.7% |
| 6M | -14.3% | -3.5% | -10.8% | -12.4% |
| YTD | +2.8% | -8.1% | +10.8% | +9.4% |
| 1Y | -1.2% | -10.5% | +9.3% | +7.6% |
| 3Y | +135.3% | +43.0% | +92.3% | +61.6% |
| 5Y | +62.6% | -0.1% | +62.7% | +44.8% |
| 10Y | +1,384.3% | +22.7% | +1,361.6% | +1,101.6% |
| All | +7,256.1% | +134.8% | +7,121.3% | +2,975.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling