+532.6%
XLE vs FXI
+213.2%
+319.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -12.0% | +5.7% | -17.6% | -14.5% |
| 30D | -2.7% | +4.6% | -7.3% | -5.1% |
| 3M | +6.6% | -2.8% | +9.4% | +7.5% |
| 6M | +9.5% | -6.1% | +15.6% | +12.0% |
| YTD | +40.6% | -8.0% | +48.6% | +44.3% |
| 1Y | +43.6% | -11.3% | +54.9% | +49.9% |
| 3Y | +58.1% | +42.6% | +15.4% | +23.7% |
| 5Y | +152.2% | -0.1% | +152.3% | +121.2% |
| 10Y | +172.9% | +22.7% | +150.2% | +109.3% |
| All | +532.6% | +213.2% | +319.4% | +125.4% |
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