+832.3%
XLI vs FXI
+221.5%
+610.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.2% |
| 7D | -1.1% | +1.0% | -2.1% | -1.4% |
| 30D | -5.9% | -0.6% | -5.4% | -5.8% |
| 3M | -0.3% | +1.9% | -2.2% | -1.2% |
| 6M | +0.1% | -0.2% | +0.3% | -0.1% |
| YTD | +13.6% | -5.6% | +19.2% | +15.6% |
| 1Y | +17.2% | -4.7% | +21.9% | +18.6% |
| 3Y | +68.2% | +38.0% | +30.2% | +42.5% |
| 5Y | +80.7% | -2.7% | +83.4% | +68.0% |
| 10Y | +253.3% | +19.9% | +233.3% | +194.3% |
| All | +832.3% | +221.5% | +610.8% | +383.0% |
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 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