+533.2%
XYZ vs FXI
+24.2%
+509.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.3% | -1.9% |
| 7D | -1.0% | +1.0% | -2.0% | -1.8% |
| 30D | -1.7% | -0.6% | -1.2% | -1.4% |
| 3M | +16.7% | +1.9% | +14.8% | +14.6% |
| 6M | +26.9% | -0.2% | +27.0% | +26.1% |
| YTD | +27.1% | -5.6% | +32.7% | +32.0% |
| 1Y | +9.3% | -4.7% | +13.9% | +12.3% |
| 3Y | +42.3% | +38.0% | +4.2% | -2.7% |
| 5Y | -69.3% | -2.7% | -66.6% | -70.6% |
| 10Y | +586.8% | +19.9% | +566.9% | +472.8% |
| All | +533.2% | +24.2% | +509.0% | +381.4% |
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 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