+117.5%
XLK vs FXI
+35.7%
+81.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | -0.4% | -2.8% | +2.4% | +0.4% |
| 30D | -0.5% | -3.7% | +3.2% | +0.6% |
| 3M | +5.0% | -0.4% | +5.4% | +4.9% |
| 6M | +32.9% | -5.4% | +38.3% | +34.9% |
| YTD | +29.0% | -9.6% | +38.6% | +32.7% |
| 1Y | +37.8% | -11.9% | +49.8% | +42.8% |
| All | +117.5% | +35.7% | +81.8% | +101.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling