+80.9%
XLI vs FXI
-6.0%
+86.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.3% |
| 7D | -0.6% | -2.8% | +2.2% | -0.1% |
| 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% | +1.8% |
| YTD | +11.3% | -9.1% | +20.4% | +13.1% |
| 1Y | +15.8% | -12.0% | +27.8% | +18.3% |
| 3Y | +69.8% | +38.6% | +31.2% | +58.4% |
| 5Y | +80.9% | -6.6% | +87.5% | +79.9% |
| All | +80.9% | -6.0% | +86.9% | +79.9% |
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