+28.4%
XLY vs FXI
-6.5%
+34.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -1.7% | -3.9% | +2.2% | -0.5% |
| 30D | -4.2% | -2.1% | -2.1% | -3.6% |
| 3M | -2.7% | -0.5% | -2.2% | -2.6% |
| 6M | -0.6% | -4.5% | +3.9% | +0.6% |
| YTD | -5.0% | -9.2% | +4.2% | -2.5% |
| 1Y | -4.1% | -13.8% | +9.7% | -0.1% |
| 3Y | +33.6% | +36.6% | -3.0% | +18.2% |
| All | +28.4% | -6.5% | +34.9% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling