-51.7%
ORCL vs FXI
-11.7%
-40.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -11.2% | +5.7% | -16.8% | -13.6% |
| 30D | -18.8% | +4.6% | -23.4% | -20.4% |
| 3M | -18.8% | -2.8% | -16.0% | -17.3% |
| 6M | -39.7% | -6.1% | -33.7% | -37.5% |
| YTD | -39.6% | -8.0% | -31.6% | -37.2% |
| 1Y | -51.7% | -11.3% | -40.4% | -49.7% |
| All | -51.7% | -11.7% | -40.1% | -49.7% |
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