+34.1%
XLP vs FXI
-4.2%
+38.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.9% |
| 7D | -1.0% | +1.0% | -2.1% | -1.1% |
| 30D | -0.9% | -0.6% | -0.3% | -0.8% |
| 3M | +3.8% | +1.9% | +1.9% | +3.6% |
| 6M | -1.7% | -0.2% | -1.6% | -1.8% |
| YTD | +10.3% | -5.6% | +15.8% | +10.6% |
| 1Y | +7.8% | -4.7% | +12.5% | +8.0% |
| 3Y | +27.2% | +38.0% | -10.8% | +23.1% |
| All | +34.1% | -4.2% | +38.3% | +30.7% |
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