+79.6%
XOM vs FXI
+39.4%
+40.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +2.8% | -4.2% | +7.1% | +3.3% |
| 30D | -3.6% | -1.1% | -2.5% | -3.6% |
| 3M | +8.2% | -4.0% | +12.2% | +8.6% |
| 6M | +14.0% | -11.8% | +25.9% | +15.7% |
| YTD | +44.6% | -11.9% | +56.5% | +46.6% |
| 1Y | +47.8% | -16.1% | +63.9% | +51.0% |
| 3Y | +79.6% | +38.8% | +40.8% | +68.4% |
| All | +79.6% | +39.4% | +40.1% | +68.4% |
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