+788.5%
XLK vs FXI
+17.1%
+771.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | +0.2% | -3.9% | +4.1% | +1.9% |
| 30D | -0.6% | -2.1% | +1.5% | +0.2% |
| 3M | +2.6% | -0.5% | +3.0% | +2.5% |
| 6M | +34.0% | -4.5% | +38.5% | +36.4% |
| YTD | +30.7% | -9.2% | +39.9% | +35.9% |
| 1Y | +39.2% | -13.8% | +53.0% | +48.0% |
| 3Y | +120.4% | +36.6% | +83.8% | +83.9% |
| 5Y | +148.8% | -6.7% | +155.5% | +148.3% |
| All | +788.5% | +17.1% | +771.4% | +676.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling