+14.7%
FXI vs XYL
+150.5%
-135.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -3.9% | +1.2% | -5.1% | -4.3% |
| 30D | -2.1% | -11.9% | +9.8% | +2.0% |
| 3M | -0.5% | -1.5% | +1.1% | -0.5% |
| 6M | -4.5% | -11.9% | +7.4% | -1.1% |
| YTD | -9.2% | -20.6% | +11.3% | -3.0% |
| 1Y | -13.8% | -23.5% | +9.7% | -6.6% |
| 3Y | +36.6% | +14.9% | +21.7% | +25.9% |
| 5Y | -6.7% | -15.3% | +8.6% | -6.3% |
| All | +14.7% | +150.5% | -135.8% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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