+34,703.6%
TQQQ vs FXI
+31.2%
+34,672.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | +0.8% |
| 7D | +2.8% | -2.8% | +5.6% | +6.4% |
| 30D | -3.0% | -5.3% | +2.3% | +3.5% |
| 3M | -2.7% | +0.3% | -3.1% | -4.0% |
| 6M | +45.4% | -4.6% | +50.0% | +54.6% |
| YTD | +36.3% | -9.1% | +45.3% | +53.9% |
| 1Y | +53.4% | -12.0% | +65.4% | +81.8% |
| 3Y | +265.6% | +38.6% | +226.9% | +113.5% |
| 5Y | +101.7% | -6.6% | +108.3% | +96.0% |
| 10Y | +3,054.7% | +15.0% | +3,039.7% | +2,848.5% |
| All | +34,703.6% | +31.2% | +34,672.4% | +28,936.0% |
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