+95.7%
QQQ vs FXI
-6.5%
+102.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -0.6% | -3.9% | +3.3% | +0.6% |
| 30D | -1.2% | -2.1% | +0.9% | -0.6% |
| 3M | -0.2% | -0.5% | +0.3% | -0.2% |
| 6M | +17.9% | -4.5% | +22.5% | +19.4% |
| YTD | +16.6% | -9.2% | +25.9% | +19.8% |
| 1Y | +23.0% | -13.8% | +36.8% | +28.1% |
| 3Y | +92.9% | +36.6% | +56.4% | +71.8% |
| All | +95.7% | -6.5% | +102.2% | +95.1% |
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