+415.7%
SHEL vs FXI
+221.5%
+194.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.9% | 0.0% |
| 7D | +2.2% | +1.0% | +1.2% | +1.8% |
| 30D | +6.8% | -0.6% | +7.4% | +7.0% |
| 3M | +8.1% | +1.9% | +6.2% | +7.1% |
| 6M | +14.4% | -0.2% | +14.6% | +13.9% |
| YTD | +30.0% | -5.6% | +35.6% | +32.4% |
| 1Y | +33.3% | -4.7% | +38.0% | +34.9% |
| 3Y | +66.4% | +38.0% | +28.4% | +38.1% |
| 5Y | +178.6% | -2.7% | +181.2% | +156.0% |
| 10Y | +198.4% | +19.9% | +178.5% | +147.1% |
| All | +415.7% | +221.5% | +194.2% | +142.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling