+142.5%
XLC vs FXI
-3.5%
+145.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.7% |
| 7D | -0.8% | +1.0% | -1.9% | -1.2% |
| 30D | +1.0% | -0.6% | +1.6% | +1.2% |
| 3M | -0.7% | +1.9% | -2.6% | -1.5% |
| 6M | -5.1% | -0.2% | -5.0% | -5.3% |
| YTD | -4.3% | -5.6% | +1.3% | -2.7% |
| 1Y | -0.6% | -4.7% | +4.1% | +0.6% |
| 3Y | +72.7% | +38.0% | +34.7% | +46.6% |
| 5Y | +38.0% | -2.7% | +40.7% | +36.2% |
| All | +142.5% | -3.5% | +145.9% | +122.0% |
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