+14.1%
XLI vs FXI
-12.7%
+26.8%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -2.3% | -2.8% | +0.5% | -1.5% |
| 30D | -8.2% | -3.7% | -4.5% | -7.2% |
| 3M | +0.8% | -0.4% | +1.2% | +0.9% |
| 6M | +0.8% | -5.4% | +6.3% | +2.6% |
| YTD | +10.5% | -9.6% | +20.1% | +13.8% |
| 1Y | +14.1% | -11.9% | +26.1% | +19.0% |
| All | +14.1% | -12.7% | +26.8% | +19.0% |
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