+135.8%
XLC vs FXI
-8.7%
+144.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.3% |
| 7D | +3.5% | -1.9% | +5.4% | +4.2% |
| 30D | -2.6% | -0.6% | -1.9% | -2.4% |
| 3M | -2.1% | -4.9% | +2.8% | -0.4% |
| 6M | -5.5% | -8.8% | +3.3% | -2.6% |
| YTD | -6.9% | -10.7% | +3.8% | -3.5% |
| 1Y | -3.7% | -15.2% | +11.5% | +1.6% |
| 3Y | +64.2% | +42.5% | +21.7% | +36.9% |
| 5Y | +43.0% | -7.8% | +50.9% | +44.3% |
| All | +135.8% | -8.7% | +144.6% | +120.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling