+39.5%
XLC vs FXI
-1.5%
+41.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.7% |
| 7D | +7.1% | +4.4% | +2.7% | +5.9% |
| 30D | -2.7% | +1.2% | -4.0% | -3.1% |
| 3M | -3.2% | -4.2% | +1.0% | -2.2% |
| 6M | -7.7% | -6.2% | -1.4% | -6.3% |
| YTD | -8.0% | -8.8% | +0.8% | -6.1% |
| 1Y | -3.1% | -11.6% | +8.6% | -0.3% |
| 3Y | +64.9% | +45.1% | +19.8% | +44.6% |
| 5Y | +39.5% | -1.2% | +40.7% | +39.8% |
| All | +39.5% | -1.5% | +41.0% | +39.8% |
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