+103.1%
XLP vs FXI
+18.3%
+84.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.0% |
| 7D | -1.0% | +1.0% | -2.1% | -1.2% |
| 30D | -0.9% | -0.6% | -0.3% | -0.8% |
| 3M | +3.8% | +1.9% | +1.9% | +3.5% |
| 6M | -1.7% | -0.2% | -1.6% | -1.8% |
| YTD | +10.3% | -5.6% | +15.8% | +11.0% |
| 1Y | +7.8% | -4.7% | +12.5% | +8.2% |
| 3Y | +27.2% | +38.0% | -10.8% | +18.5% |
| 5Y | +32.5% | -2.7% | +35.2% | +31.8% |
| All | +103.1% | +18.3% | +84.9% | +83.6% |
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