+62.5%
SLB vs FXI
-0.9%
+63.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | -7.1% | +5.7% | -12.8% | -8.4% |
| 30D | +4.1% | +4.6% | -0.5% | +2.9% |
| 3M | -2.6% | -2.8% | +0.1% | -2.1% |
| 6M | -8.6% | -6.1% | -2.5% | -7.3% |
| YTD | +32.2% | -8.0% | +40.2% | +34.5% |
| 1Y | +40.7% | -11.3% | +52.0% | +44.3% |
| 3Y | -4.5% | +42.6% | -47.2% | -12.0% |
| All | +62.5% | -0.9% | +63.5% | +70.5% |
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 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