+509.1%
XLB vs FXI
+221.5%
+287.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.9% | -1.0% |
| 7D | -1.4% | +1.0% | -2.4% | -1.8% |
| 30D | -0.4% | -0.6% | +0.2% | -0.2% |
| 3M | +2.0% | +1.9% | +0.1% | +0.9% |
| 6M | +1.8% | -0.2% | +2.0% | +1.6% |
| YTD | +16.6% | -5.6% | +22.2% | +19.0% |
| 1Y | +16.9% | -4.7% | +21.6% | +18.7% |
| 3Y | +32.6% | +38.0% | -5.5% | +9.5% |
| 5Y | +35.6% | -2.7% | +38.3% | +25.2% |
| 10Y | +160.0% | +19.9% | +140.1% | +110.7% |
| All | +509.1% | +221.5% | +287.6% | +156.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling