+135.9%
XLU vs FXI
+17.1%
+118.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -1.6% | -3.9% | +2.3% | -1.1% |
| 30D | -3.3% | -2.1% | -1.2% | -3.0% |
| 3M | -3.2% | -0.5% | -2.7% | -3.2% |
| 6M | -7.0% | -4.5% | -2.4% | -6.5% |
| YTD | +0.6% | -9.2% | +9.9% | +1.9% |
| 1Y | +2.4% | -13.8% | +16.2% | +4.4% |
| 3Y | +46.3% | +36.6% | +9.7% | +37.1% |
| 5Y | +44.0% | -6.7% | +50.6% | +43.9% |
| All | +135.9% | +17.1% | +118.8% | +110.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling