+12.3%
XLI vs FXI
-17.2%
+29.5%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +3.8% | -4.2% | +8.0% | +4.7% |
| 30D | +1.0% | -1.1% | +2.2% | +1.2% |
| 3M | -8.9% | -4.0% | -5.0% | -8.1% |
| 6M | -2.3% | -11.8% | +9.5% | +2.7% |
| YTD | +9.7% | -11.9% | +21.6% | +13.5% |
| 1Y | +12.3% | -16.1% | +28.4% | +18.5% |
| All | +12.3% | -17.2% | +29.5% | +18.5% |
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