+19.9%
XBI vs FXI
-6.5%
+26.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -4.6% | -3.9% | -0.8% | -3.3% |
| 30D | -2.0% | -2.1% | +0.1% | -1.2% |
| 3M | +17.8% | -0.5% | +18.3% | +17.7% |
| 6M | +23.7% | -4.5% | +28.3% | +25.5% |
| YTD | +28.2% | -9.2% | +37.5% | +32.3% |
| 1Y | +64.0% | -13.8% | +77.7% | +72.0% |
| 3Y | +99.4% | +36.6% | +62.8% | +70.5% |
| All | +19.9% | -6.5% | +26.4% | +22.7% |
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