+1,105.9%
ORCL vs FXI
+213.2%
+892.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -11.2% | +5.7% | -16.8% | -13.1% |
| 30D | -18.8% | +4.6% | -23.4% | -20.3% |
| 3M | -18.8% | -2.8% | -16.0% | -18.0% |
| 6M | -39.7% | -6.1% | -33.7% | -38.4% |
| YTD | -39.6% | -8.0% | -31.6% | -37.8% |
| 1Y | -51.7% | -11.3% | -40.4% | -49.6% |
| 3Y | +10.2% | +42.6% | -32.4% | -7.9% |
| 5Y | +30.8% | -0.1% | +30.9% | +20.5% |
| 10Y | +252.1% | +22.7% | +229.3% | +186.0% |
| All | +1,105.9% | +213.2% | +892.7% | +499.0% |
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