+152.0%
QQQM vs FXI
-10.8%
+162.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| 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 | -0.1% | -0.5% | +0.4% | -0.1% |
| 6M | +18.0% | -4.5% | +22.5% | +19.5% |
| YTD | +16.7% | -9.2% | +25.9% | +19.9% |
| 1Y | +23.0% | -13.8% | +36.8% | +28.3% |
| 3Y | +93.3% | +36.6% | +56.8% | +71.5% |
| 5Y | +96.3% | -6.7% | +102.9% | +96.5% |
| All | +152.0% | -10.8% | +162.9% | +147.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling