-49.5%
ORCL vs FXI
-10.5%
-38.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.2% | -6.2% | -3.9% |
| 7D | -14.4% | +6.6% | -21.0% | -17.2% |
| 30D | -12.8% | +2.2% | -15.0% | -13.6% |
| 3M | -14.8% | -4.7% | -10.1% | -12.4% |
| 6M | -30.9% | -4.7% | -26.2% | -29.1% |
| YTD | -35.7% | -9.0% | -26.7% | -32.8% |
| 1Y | -49.5% | -10.5% | -39.0% | -47.4% |
| All | -49.5% | -10.5% | -38.9% | -47.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling