+42.6%
XLP vs FXI
-2.8%
+45.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | +2.3% | +3.7% | -1.3% | +2.1% |
| 30D | +9.1% | +0.5% | +8.6% | +9.1% |
| 3M | +7.9% | -5.7% | +13.6% | +8.3% |
| 6M | +9.6% | -6.9% | +16.5% | +10.1% |
| YTD | +19.4% | -9.5% | +28.9% | +20.2% |
| 1Y | +22.4% | -14.0% | +36.4% | +23.6% |
| 3Y | +43.2% | +44.5% | -1.4% | +37.9% |
| 5Y | +42.6% | -2.8% | +45.4% | +40.4% |
| All | +42.6% | -2.8% | +45.4% | +40.4% |
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 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