-14.4%
SLB vs FXI
+19.2%
-33.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.5% |
| 7D | +2.6% | -4.2% | +6.7% | +4.4% |
| 30D | +4.4% | -2.0% | +6.4% | +5.1% |
| 3M | -2.7% | -5.0% | +2.2% | -0.8% |
| 6M | -7.5% | -9.6% | +2.1% | -3.8% |
| YTD | +34.8% | -11.9% | +46.7% | +41.6% |
| 1Y | +44.6% | -16.7% | +61.2% | +55.5% |
| 3Y | +3.2% | +40.6% | -37.5% | -14.7% |
| 5Y | +73.6% | -9.1% | +82.6% | +78.5% |
| All | -14.4% | +19.2% | -33.6% | -20.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling