+65.0%
XLF vs FXI
-8.2%
+73.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.2% |
| 7D | -2.9% | -2.8% | -0.1% | -2.4% |
| 30D | -1.6% | -3.7% | +2.1% | -1.0% |
| 3M | +9.3% | -0.4% | +9.7% | +9.3% |
| 6M | +14.6% | -5.4% | +20.0% | +15.6% |
| YTD | +4.7% | -9.6% | +14.3% | +6.5% |
| 1Y | +8.6% | -11.9% | +20.6% | +10.9% |
| 3Y | +73.9% | +37.8% | +36.0% | +60.6% |
| 5Y | +65.0% | -7.0% | +72.1% | +69.1% |
| All | +65.0% | -8.2% | +73.2% | +69.1% |
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