+70.2%
SHEL vs FXI
+39.4%
+30.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.8% | -4.2% | +5.0% | +1.7% |
| 30D | -3.6% | -1.1% | -2.5% | -3.4% |
| 3M | +12.0% | -4.0% | +16.0% | +12.8% |
| 6M | +19.7% | -11.8% | +31.5% | +22.8% |
| YTD | +39.6% | -11.9% | +51.5% | +43.2% |
| 1Y | +36.4% | -16.1% | +52.6% | +41.5% |
| 3Y | +70.2% | +38.8% | +31.4% | +56.2% |
| All | +70.2% | +39.4% | +30.8% | +56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling