+191.6%
XOM vs FXI
+16.6%
+175.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | +1.9% | -2.8% | +4.7% | +2.6% |
| 30D | +4.1% | -3.7% | +7.7% | +5.1% |
| 3M | +10.4% | -0.4% | +10.8% | +10.4% |
| 6M | +13.0% | -5.4% | +18.4% | +14.3% |
| YTD | +40.1% | -9.6% | +49.7% | +43.3% |
| 1Y | +51.1% | -11.9% | +63.1% | +55.5% |
| 3Y | +57.7% | +37.8% | +19.9% | +37.6% |
| 5Y | +264.7% | -7.0% | +271.8% | +266.0% |
| All | +191.6% | +16.6% | +175.0% | +162.5% |
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