+52.6%
XOM vs FXI
-10.5%
+63.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.2% | -8.8% | -3.9% |
| 7D | -7.0% | +6.6% | -13.6% | -6.1% |
| 30D | +3.2% | +2.2% | +1.0% | +3.7% |
| 3M | +10.7% | -4.7% | +15.4% | +10.4% |
| 6M | +11.6% | -4.7% | +16.3% | +11.3% |
| YTD | +43.5% | -9.0% | +52.5% | +44.9% |
| 1Y | +52.6% | -10.5% | +63.1% | +53.7% |
| All | +52.6% | -10.5% | +63.1% | +53.7% |
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