+69.8%
XLI vs FXI
+36.5%
+33.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.3% |
| 7D | -0.6% | -2.8% | +2.2% | 0.0% |
| 30D | -6.9% | -5.3% | -1.6% | -6.0% |
| 3M | -1.9% | +0.3% | -2.3% | -2.1% |
| 6M | +1.0% | -4.6% | +5.6% | +1.9% |
| YTD | +11.3% | -9.1% | +20.4% | +13.2% |
| 1Y | +15.8% | -12.0% | +27.8% | +18.4% |
| All | +69.8% | +36.5% | +33.3% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling