+2,462.1%
XLK vs FXI
+209.6%
+2,252.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.5% |
| 7D | +2.3% | -2.8% | +5.1% | +3.5% |
| 30D | +0.8% | -5.3% | +6.1% | +3.0% |
| 3M | +4.1% | +0.3% | +3.7% | +3.7% |
| 6M | +34.8% | -4.6% | +39.3% | +37.1% |
| YTD | +30.8% | -9.1% | +39.9% | +35.7% |
| 1Y | +42.4% | -12.0% | +54.3% | +49.5% |
| 3Y | +121.8% | +38.6% | +83.2% | +86.6% |
| 5Y | +146.6% | -6.6% | +153.2% | +135.9% |
| 10Y | +804.3% | +15.0% | +789.2% | +688.6% |
| All | +2,462.1% | +209.6% | +2,252.5% | +1,235.1% |
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 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