+517.7%
XLB vs FXI
+210.6%
+307.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.3% |
| 7D | -1.4% | +4.4% | -5.7% | -3.2% |
| 30D | +7.1% | +1.2% | +5.9% | +6.5% |
| 3M | +0.6% | -4.2% | +4.8% | +2.4% |
| 6M | +3.5% | -6.2% | +9.7% | +6.0% |
| YTD | +18.2% | -8.8% | +27.0% | +22.4% |
| 1Y | +25.6% | -11.6% | +37.2% | +31.8% |
| 3Y | +46.7% | +45.1% | +1.5% | +18.3% |
| 5Y | +30.9% | -1.2% | +32.1% | +19.9% |
| 10Y | +167.7% | +20.1% | +147.7% | +116.5% |
| All | +517.7% | +210.6% | +307.1% | +164.2% |
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