+148.7%
XLK vs FXI
-6.5%
+155.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +0.2% | -3.9% | +4.1% | +1.4% |
| 30D | -0.6% | -2.1% | +1.5% | 0.0% |
| 3M | +2.6% | -0.5% | +3.0% | +2.5% |
| 6M | +34.0% | -4.5% | +38.5% | +35.7% |
| YTD | +30.7% | -9.2% | +39.9% | +34.4% |
| 1Y | +39.2% | -13.8% | +53.0% | +45.3% |
| 3Y | +120.4% | +36.6% | +83.8% | +97.3% |
| All | +148.7% | -6.5% | +155.2% | +147.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling