+83.3%
QQQ vs FXI
+39.4%
+43.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +3.6% | -4.2% | +7.8% | +4.7% |
| 30D | -6.7% | -1.1% | -5.6% | -6.5% |
| 3M | -7.0% | -4.0% | -3.1% | -6.2% |
| 6M | -4.7% | -11.8% | +7.2% | -1.7% |
| YTD | +11.1% | -11.9% | +23.0% | +14.4% |
| 1Y | +12.3% | -16.1% | +28.4% | +17.0% |
| 3Y | +83.3% | +38.8% | +44.5% | +71.5% |
| All | +83.3% | +39.4% | +43.9% | +71.5% |
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