+361.0%
ORLY vs FXI
+17.1%
+344.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -2.4% | -3.9% | +1.5% | -1.7% |
| 30D | -6.8% | -2.1% | -4.7% | -6.4% |
| 3M | -4.8% | -0.5% | -4.3% | -4.8% |
| 6M | -9.1% | -4.5% | -4.5% | -8.5% |
| YTD | -5.9% | -9.2% | +3.3% | -4.5% |
| 1Y | -20.4% | -13.8% | -6.6% | -18.6% |
| 3Y | +36.6% | +36.6% | 0.0% | +24.9% |
| 5Y | +117.3% | -6.7% | +124.0% | +120.7% |
| All | +361.0% | +17.1% | +344.0% | +315.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling