+145.4%
SBUX vs FXI
+19.2%
+126.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -1.9% |
| 7D | +1.0% | -4.2% | +5.2% | +2.7% |
| 30D | +16.6% | -2.0% | +18.6% | +17.5% |
| 3M | -0.6% | -5.0% | +4.4% | +1.3% |
| 6M | +1.8% | -9.6% | +11.4% | +5.4% |
| YTD | +29.7% | -11.9% | +41.6% | +35.4% |
| 1Y | +26.1% | -16.7% | +42.7% | +34.5% |
| 3Y | +10.3% | +40.6% | -30.4% | -8.0% |
| 5Y | +7.6% | -9.1% | +16.7% | +6.3% |
| All | +145.4% | +19.2% | +126.2% | +107.4% |
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