+560.8%
XOM vs FXI
+221.5%
+339.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.3% |
| 7D | +1.8% | +1.0% | +0.7% | +1.3% |
| 30D | +5.9% | -0.6% | +6.4% | +6.0% |
| 3M | +5.6% | +1.9% | +3.7% | +4.6% |
| 6M | +7.9% | -0.2% | +8.0% | +7.2% |
| YTD | +35.2% | -5.6% | +40.8% | +37.1% |
| 1Y | +46.0% | -4.7% | +50.7% | +47.1% |
| 3Y | +55.0% | +38.0% | +17.0% | +30.0% |
| 5Y | +246.3% | -2.7% | +249.0% | +218.3% |
| 10Y | +181.0% | +19.9% | +161.1% | +130.8% |
| All | +560.8% | +221.5% | +339.2% | +163.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling