+36.4%
SHEL vs FXI
-17.2%
+53.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.8% | -4.2% | +5.0% | +1.2% |
| 30D | -3.6% | -1.1% | -2.5% | -3.5% |
| 3M | +12.0% | -4.0% | +16.0% | +12.5% |
| 6M | +19.7% | -11.8% | +31.5% | +22.1% |
| YTD | +39.6% | -11.9% | +51.5% | +43.4% |
| 1Y | +36.4% | -16.1% | +52.6% | +39.5% |
| All | +36.4% | -17.2% | +53.7% | +39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling