-3.7%
XLC vs FXI
-15.4%
+11.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.2% |
| 7D | +3.5% | -1.9% | +5.4% | +4.0% |
| 30D | -2.6% | -0.6% | -1.9% | -2.5% |
| 3M | -2.1% | -4.9% | +2.8% | -0.9% |
| 6M | -5.5% | -8.8% | +3.3% | -3.2% |
| YTD | -6.9% | -10.7% | +3.8% | -4.7% |
| 1Y | -3.7% | -15.2% | +11.5% | +1.5% |
| All | -3.7% | -15.4% | +11.7% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling