+172.3%
XLE vs FXI
+20.8%
+151.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.3% |
| 7D | -0.2% | -1.9% | +1.7% | +0.4% |
| 30D | -4.0% | -0.6% | -3.4% | -4.0% |
| 3M | +4.6% | -4.9% | +9.5% | +6.1% |
| 6M | +12.3% | -8.8% | +21.1% | +15.3% |
| YTD | +44.5% | -10.7% | +55.3% | +48.9% |
| 1Y | +42.4% | -15.2% | +57.7% | +49.4% |
| 3Y | +67.0% | +42.5% | +24.6% | +39.2% |
| 5Y | +161.9% | -7.8% | +169.7% | +163.5% |
| All | +172.3% | +20.8% | +151.6% | +139.9% |
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