+30.8%
XLV vs FXI
+36.3%
-5.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -3.6% | -3.9% | +0.3% | -3.1% |
| 30D | -1.8% | -2.1% | +0.3% | -1.6% |
| 3M | +7.8% | -0.5% | +8.2% | +7.9% |
| 6M | +9.1% | -4.5% | +13.6% | +9.7% |
| YTD | +7.7% | -9.2% | +17.0% | +8.9% |
| 1Y | +20.4% | -13.8% | +34.2% | +22.4% |
| 3Y | +30.8% | +36.6% | -5.8% | +26.6% |
| All | +30.8% | +36.3% | -5.5% | +26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling