+19.2%
FXI vs XYL
+100.4%
-81.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -4.2% | -3.7% | -0.5% | -3.0% |
| 30D | -1.1% | -8.3% | +7.2% | +1.0% |
| 3M | -4.0% | -21.4% | +17.5% | +3.1% |
| 6M | -11.8% | -12.9% | +1.1% | -9.0% |
| YTD | -11.9% | -30.1% | +18.2% | -2.6% |
| 1Y | -16.1% | -35.2% | +19.0% | -4.7% |
| 3Y | +38.8% | -0.8% | +39.6% | +33.4% |
| 5Y | -9.1% | -23.2% | +14.2% | -6.3% |
| All | +19.2% | +100.4% | -81.3% | -13.0% |
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