+166.9%
XLE vs FXI
-9.2%
+176.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +5.4% | -4.2% | +9.6% | +6.1% |
| 30D | -3.9% | -1.1% | -2.8% | -3.9% |
| 3M | +7.0% | -4.0% | +11.0% | +7.6% |
| 6M | +14.2% | -11.8% | +26.0% | +16.3% |
| YTD | +48.2% | -11.9% | +60.1% | +50.7% |
| 1Y | +47.7% | -16.1% | +63.8% | +51.5% |
| 3Y | +70.0% | +38.8% | +31.2% | +58.4% |
| All | +166.9% | -9.2% | +176.1% | +186.1% |
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