+10.9%
SBUX vs FXI
+39.4%
-28.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.6% | -4.2% | +5.8% | +2.6% |
| 30D | +14.8% | -1.1% | +15.9% | +15.1% |
| 3M | -0.8% | -4.0% | +3.2% | +0.1% |
| 6M | +2.2% | -11.8% | +14.1% | +5.3% |
| YTD | +29.5% | -11.9% | +41.4% | +33.2% |
| 1Y | +27.0% | -16.1% | +43.1% | +32.3% |
| 3Y | +10.9% | +38.8% | -27.9% | +2.5% |
| All | +10.9% | +39.4% | -28.5% | +2.5% |
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