+207.4%
SHEL vs FXI
+16.6%
+190.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | +3.9% | -2.8% | +6.7% | +5.0% |
| 30D | +7.0% | -3.7% | +10.6% | +8.4% |
| 3M | +12.5% | -0.4% | +12.9% | +12.4% |
| 6M | +14.8% | -5.4% | +20.2% | +16.6% |
| YTD | +34.2% | -9.6% | +43.8% | +38.6% |
| 1Y | +37.0% | -11.9% | +48.9% | +42.6% |
| 3Y | +70.9% | +37.8% | +33.0% | +44.4% |
| 5Y | +192.5% | -7.0% | +199.6% | +193.1% |
| All | +207.4% | +16.6% | +190.8% | +160.3% |
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