+5.8%
XLU vs FXI
-4.7%
+10.5%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | 0.0% |
| 7D | +0.8% | +1.0% | -0.2% | +0.8% |
| 30D | -1.3% | -0.6% | -0.8% | -1.3% |
| 3M | -1.3% | +1.9% | -3.2% | -1.2% |
| 6M | -7.6% | -0.2% | -7.5% | -7.3% |
| YTD | +2.3% | -5.6% | +7.9% | +3.1% |
| 1Y | +5.8% | -4.7% | +10.4% | +8.3% |
| All | +5.8% | -4.7% | +10.5% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling