+20.7%
XLK vs FXI
-10.5%
+31.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | -1.8% |
| 7D | -7.6% | +6.6% | -14.2% | -10.3% |
| 30D | -12.2% | +2.2% | -14.3% | -13.0% |
| 3M | -5.5% | -4.7% | -0.7% | -3.0% |
| 6M | +9.2% | -4.7% | +13.8% | +12.2% |
| YTD | +23.0% | -9.0% | +32.0% | +29.5% |
| 1Y | +20.7% | -10.5% | +31.2% | +28.1% |
| All | +20.7% | -10.5% | +31.3% | +28.1% |
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