+636.8%
XLP vs FXI
+213.2%
+423.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +0.7% | +5.7% | -4.9% | -0.4% |
| 30D | +10.3% | +4.6% | +5.7% | +9.3% |
| 3M | +6.5% | -2.8% | +9.3% | +7.1% |
| 6M | +8.4% | -6.1% | +14.5% | +9.5% |
| YTD | +18.2% | -8.0% | +26.2% | +19.8% |
| 1Y | +22.4% | -11.3% | +33.7% | +24.9% |
| 3Y | +41.9% | +42.6% | -0.7% | +28.8% |
| 5Y | +40.9% | -0.1% | +40.9% | +34.5% |
| 10Y | +128.4% | +22.7% | +105.6% | +103.5% |
| All | +636.8% | +213.2% | +423.6% | +383.2% |
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