+1,543.2%
ORCL vs FXI
+221.5%
+1,321.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.5% | +2.5% |
| 7D | +5.3% | +1.0% | +4.2% | +4.8% |
| 30D | +10.0% | -0.6% | +10.5% | +10.2% |
| 3M | -32.6% | +1.9% | -34.5% | -33.1% |
| 6M | +4.9% | -0.2% | +5.1% | +4.9% |
| YTD | -17.8% | -5.6% | -12.2% | -16.0% |
| 1Y | -28.0% | -4.7% | -23.3% | -26.9% |
| 3Y | +36.0% | +38.0% | -2.0% | +15.2% |
| 5Y | +88.7% | -2.7% | +91.4% | +75.8% |
| 10Y | +346.9% | +19.9% | +327.0% | +267.5% |
| All | +1,543.2% | +221.5% | +1,321.6% | +709.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling