+587.3%
XLP vs FXI
+221.5%
+365.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.1% |
| 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% | +3.3% |
| 6M | -1.7% | -0.2% | -1.6% | -1.9% |
| YTD | +10.3% | -5.6% | +15.8% | +11.2% |
| 1Y | +7.8% | -4.7% | +12.5% | +8.4% |
| 3Y | +27.2% | +38.0% | -10.8% | +16.2% |
| 5Y | +32.5% | -2.7% | +35.2% | +27.3% |
| 10Y | +101.8% | +19.9% | +81.9% | +80.9% |
| All | +587.3% | +221.5% | +365.8% | +348.6% |
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 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