+105.2%
TQQQ vs FXI
-6.5%
+111.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.1% | +2.2% |
| 7D | -1.9% | -3.9% | +2.0% | +1.5% |
| 30D | -4.9% | -2.1% | -2.8% | -3.2% |
| 3M | -6.4% | -0.5% | -5.9% | -6.4% |
| 6M | +44.4% | -4.5% | +48.9% | +51.1% |
| YTD | +35.2% | -9.2% | +44.4% | +48.0% |
| 1Y | +49.5% | -13.8% | +63.3% | +72.2% |
| 3Y | +250.7% | +36.6% | +214.1% | +159.5% |
| All | +105.2% | -6.5% | +111.6% | +130.7% |
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