+192.3%
SHEL vs FXI
-6.0%
+198.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | +3.0% | -2.8% | +5.8% | +3.6% |
| 30D | +7.2% | -5.3% | +12.5% | +8.3% |
| 3M | +12.9% | +0.3% | +12.5% | +12.7% |
| 6M | +13.7% | -4.6% | +18.3% | +14.5% |
| YTD | +33.7% | -9.1% | +42.8% | +35.9% |
| 1Y | +37.9% | -12.0% | +49.8% | +41.0% |
| 3Y | +70.2% | +38.6% | +31.6% | +57.8% |
| 5Y | +192.3% | -6.6% | +198.9% | +202.3% |
| All | +192.3% | -6.0% | +198.3% | +202.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling