+46.7%
XLB vs FXI
+43.4%
+3.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | -1.4% | +4.4% | -5.7% | -2.4% |
| 30D | +7.1% | +1.2% | +5.9% | +6.7% |
| 3M | +0.6% | -4.2% | +4.8% | +1.6% |
| 6M | +3.5% | -6.2% | +9.7% | +5.0% |
| YTD | +18.2% | -8.8% | +27.0% | +20.7% |
| 1Y | +25.6% | -11.6% | +37.2% | +29.2% |
| 3Y | +46.7% | +45.1% | +1.5% | +36.6% |
| All | +46.7% | +43.4% | +3.3% | +36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling