+248.8%
XLF vs FXI
+17.1%
+231.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | -1.5% | -3.9% | +2.4% | -0.2% |
| 30D | -1.2% | -2.1% | +0.9% | -0.5% |
| 3M | +9.2% | -0.5% | +9.6% | +9.2% |
| 6M | +16.3% | -4.5% | +20.9% | +17.7% |
| YTD | +5.4% | -9.2% | +14.7% | +8.3% |
| 1Y | +7.6% | -13.8% | +21.4% | +12.2% |
| 3Y | +74.2% | +36.6% | +37.6% | +50.1% |
| 5Y | +66.1% | -6.7% | +72.8% | +65.8% |
| All | +248.8% | +17.1% | +231.8% | +209.4% |
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 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