+37.8%
XLC vs FXI
-7.1%
+44.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.2% |
| 7D | +0.6% | -1.0% | +1.5% | +0.8% |
| 30D | +0.2% | -3.2% | +3.5% | +1.1% |
| 3M | +0.6% | +1.7% | -1.0% | +0.1% |
| 6M | -4.5% | -1.6% | -3.0% | -4.3% |
| YTD | -4.7% | -7.9% | +3.2% | -3.0% |
| 1Y | -1.7% | -9.6% | +8.0% | +0.5% |
| 3Y | +72.3% | +40.5% | +31.8% | +53.0% |
| 5Y | +37.8% | -6.2% | +44.0% | +36.6% |
| All | +37.8% | -7.1% | +44.9% | +36.6% |
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