+800.2%
XLI vs FXI
+200.0%
+600.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +3.8% | -4.2% | +8.0% | +5.4% |
| 30D | +1.0% | -1.1% | +2.2% | +1.3% |
| 3M | -8.9% | -4.0% | -5.0% | -7.7% |
| 6M | -2.3% | -11.8% | +9.5% | +2.0% |
| YTD | +9.7% | -11.9% | +21.6% | +14.3% |
| 1Y | +12.3% | -16.1% | +28.4% | +19.2% |
| 3Y | +71.5% | +38.8% | +32.7% | +44.7% |
| 5Y | +70.2% | -9.1% | +79.3% | +62.5% |
| 10Y | +227.5% | +18.4% | +209.0% | +173.3% |
| All | +800.2% | +200.0% | +600.2% | +377.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling