+54.7%
XLE vs FXI
+43.0%
+11.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.1% |
| 7D | +2.2% | +1.0% | +1.2% | +2.0% |
| 30D | +11.8% | -0.6% | +12.3% | +11.9% |
| 3M | +9.8% | +1.9% | +7.9% | +9.4% |
| 6M | +15.6% | -0.2% | +15.7% | +15.3% |
| YTD | +45.3% | -5.6% | +50.8% | +46.3% |
| 1Y | +48.3% | -4.7% | +53.0% | +49.0% |
| All | +54.7% | +43.0% | +11.7% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling