+50.3%
FXI vs XYL
+449.8%
-399.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.6% | +2.3% |
| 7D | +1.0% | -5.0% | +6.1% | +2.9% |
| 30D | -0.6% | -13.2% | +12.7% | +4.5% |
| 3M | +1.9% | -3.7% | +5.6% | +2.7% |
| 6M | -0.2% | -17.7% | +17.5% | +6.3% |
| YTD | -5.6% | -21.5% | +15.9% | +1.9% |
| 1Y | -4.7% | -24.5% | +19.8% | +4.3% |
| 3Y | +38.0% | +6.9% | +31.1% | +30.2% |
| 5Y | -2.7% | -18.1% | +15.4% | -0.8% |
| 10Y | +19.9% | +134.7% | -114.8% | -24.8% |
| All | +50.3% | +449.8% | -399.5% | -34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling