+23.0%
QQQ vs FXI
-12.5%
+35.5%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | -0.6% | -3.9% | +3.3% | +1.1% |
| 30D | -1.2% | -2.1% | +0.9% | -0.4% |
| 3M | -0.2% | -0.5% | +0.3% | -0.1% |
| 6M | +17.9% | -4.5% | +22.5% | +20.2% |
| YTD | +16.6% | -9.2% | +25.9% | +21.5% |
| 1Y | +23.0% | -13.8% | +36.8% | +30.9% |
| All | +23.0% | -12.5% | +35.5% | +30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling