+70.0%
SHEL vs FXI
+35.7%
+34.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | +3.9% | -2.8% | +6.7% | +4.6% |
| 30D | +7.0% | -3.7% | +10.6% | +7.8% |
| 3M | +12.5% | -0.4% | +12.9% | +12.5% |
| 6M | +14.8% | -5.4% | +20.2% | +15.9% |
| YTD | +34.2% | -9.6% | +43.8% | +36.9% |
| 1Y | +37.0% | -11.9% | +48.9% | +40.5% |
| All | +70.0% | +35.7% | +34.3% | +58.5% |
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 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