+91.4%
ORCL vs FXI
-4.2%
+95.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.5% | +2.8% |
| 7D | +5.3% | +1.0% | +4.2% | +5.0% |
| 30D | +10.0% | -0.6% | +10.5% | +10.1% |
| 3M | -32.6% | +1.9% | -34.5% | -32.9% |
| 6M | +4.9% | -0.2% | +5.1% | +4.9% |
| YTD | -17.8% | -5.6% | -12.2% | -16.8% |
| 1Y | -28.0% | -4.7% | -23.3% | -27.4% |
| 3Y | +36.0% | +38.0% | -2.0% | +26.4% |
| All | +91.4% | -4.2% | +95.7% | +95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling