+7.6%
XLF vs FXI
-12.5%
+20.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -1.5% | -3.9% | +2.4% | -0.8% |
| 30D | -1.2% | -2.1% | +0.9% | -0.8% |
| 3M | +9.2% | -0.5% | +9.6% | +9.2% |
| 6M | +16.3% | -4.5% | +20.9% | +17.0% |
| YTD | +5.4% | -9.2% | +14.7% | +7.2% |
| 1Y | +7.6% | -13.8% | +21.4% | +10.5% |
| All | +7.6% | -12.5% | +20.1% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling