+606.8%
XOM vs FXI
+200.0%
+406.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +2.8% | -4.2% | +7.1% | +4.5% |
| 30D | -3.6% | -1.1% | -2.5% | -3.4% |
| 3M | +8.2% | -4.0% | +12.2% | +9.5% |
| 6M | +14.0% | -11.8% | +25.9% | +18.8% |
| YTD | +44.6% | -11.9% | +56.5% | +50.0% |
| 1Y | +47.8% | -16.1% | +63.9% | +56.1% |
| 3Y | +79.6% | +38.8% | +40.8% | +49.9% |
| 5Y | +214.3% | -9.1% | +223.4% | +196.3% |
| 10Y | +204.0% | +18.4% | +185.6% | +149.5% |
| All | +606.8% | +200.0% | +406.8% | +188.7% |
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 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