+2,297.1%
QQQ vs FXI
+221.5%
+2,075.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.4% |
| 7D | +0.4% | +1.0% | -0.7% | -0.1% |
| 30D | +0.2% | -0.6% | +0.8% | +0.4% |
| 3M | -2.8% | +1.9% | -4.7% | -3.7% |
| 6M | +18.0% | -0.2% | +18.2% | +17.8% |
| YTD | +17.3% | -5.6% | +22.9% | +19.7% |
| 1Y | +25.6% | -4.7% | +30.3% | +27.5% |
| 3Y | +93.7% | +38.0% | +55.7% | +62.7% |
| 5Y | +94.2% | -2.7% | +96.8% | +82.2% |
| 10Y | +557.9% | +19.9% | +537.9% | +460.1% |
| All | +2,297.1% | +221.5% | +2,075.6% | +1,081.9% |
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 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