+170.7%
XLE vs FXI
+14.7%
+156.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +2.0% |
| 7D | 0.0% | -1.0% | +1.0% | +0.3% |
| 30D | +12.6% | -3.2% | +15.9% | +13.9% |
| 3M | +11.8% | +1.7% | +10.2% | +11.0% |
| 6M | +16.1% | -1.6% | +17.6% | +16.0% |
| YTD | +46.9% | -7.9% | +54.8% | +50.1% |
| 1Y | +53.3% | -9.6% | +62.9% | +57.4% |
| 3Y | +54.9% | +40.5% | +14.5% | +30.1% |
| 5Y | +225.7% | -6.2% | +231.9% | +226.1% |
| 10Y | +170.7% | +14.2% | +156.5% | +136.6% |
| All | +170.7% | +14.7% | +156.0% | +136.6% |
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 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