+36.5%
XLB vs FXI
-7.1%
+43.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.3% |
| 7D | -0.2% | -1.0% | +0.7% | 0.0% |
| 30D | -1.7% | -3.2% | +1.5% | -0.9% |
| 3M | +4.4% | +1.7% | +2.7% | +3.8% |
| 6M | +5.0% | -1.6% | +6.6% | +5.3% |
| YTD | +15.5% | -7.9% | +23.4% | +17.7% |
| 1Y | +14.9% | -9.6% | +24.5% | +17.6% |
| 3Y | +34.5% | +40.5% | -5.9% | +22.0% |
| 5Y | +36.5% | -6.2% | +42.8% | +34.6% |
| All | +36.5% | -7.1% | +43.7% | +34.6% |
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 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