+6,578.8%
ORLY vs FXI
+213.7%
+6,365.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.2% | -1.6% |
| 7D | -2.3% | -1.0% | -1.4% | -2.1% |
| 30D | -8.2% | -3.2% | -4.9% | -7.4% |
| 3M | -3.5% | +1.7% | -5.2% | -4.1% |
| 6M | -9.2% | -1.6% | -7.7% | -9.1% |
| YTD | -5.8% | -7.9% | +2.1% | -4.2% |
| 1Y | -19.3% | -9.6% | -9.7% | -17.6% |
| 3Y | +34.4% | +40.5% | -6.0% | +17.8% |
| 5Y | +117.8% | -6.2% | +124.1% | +107.1% |
| 10Y | +356.9% | +14.2% | +342.8% | +299.6% |
| All | +6,578.8% | +213.7% | +6,365.2% | +3,676.5% |
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