+6.4%
OXY vs FXI
+17.1%
-10.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | +2.8% | -3.9% | +6.7% | +4.6% |
| 30D | +5.5% | -2.1% | +7.6% | +6.4% |
| 3M | +11.3% | -0.5% | +11.8% | +11.3% |
| 6M | +11.6% | -4.5% | +16.1% | +12.8% |
| YTD | +51.6% | -9.2% | +60.8% | +56.6% |
| 1Y | +36.2% | -13.8% | +50.0% | +43.8% |
| 3Y | +1.7% | +36.6% | -34.9% | -17.2% |
| 5Y | +164.5% | -6.7% | +171.1% | +163.5% |
| All | +6.4% | +17.1% | -10.6% | -2.7% |
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