+40.2%
FXI vs XYL
+389.9%
-349.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -4.2% | -3.7% | -0.5% | -2.9% |
| 30D | -1.1% | -8.3% | +7.2% | +1.2% |
| 3M | -4.0% | -21.4% | +17.5% | +3.6% |
| 6M | -11.8% | -12.9% | +1.1% | -8.8% |
| YTD | -11.9% | -30.1% | +18.2% | -1.9% |
| 1Y | -16.1% | -35.2% | +19.0% | -3.9% |
| 3Y | +38.8% | -0.8% | +39.6% | +33.3% |
| 5Y | -9.1% | -23.2% | +14.2% | -6.0% |
| 10Y | +18.4% | +101.2% | -82.8% | -22.0% |
| All | +40.2% | +389.9% | -349.6% | -36.5% |
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