+15.0%
EEM vs FXI
-10.5%
+25.5%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.4% | -1.8% |
| 7D | -3.0% | +6.6% | -9.6% | -7.0% |
| 30D | -10.3% | +2.2% | -12.5% | -11.6% |
| 3M | -6.6% | -4.7% | -1.9% | -3.4% |
| 6M | -3.4% | -4.7% | +1.3% | +0.5% |
| YTD | +13.2% | -9.0% | +22.2% | +20.8% |
| 1Y | +15.0% | -10.5% | +25.5% | +23.5% |
| All | +15.0% | -10.5% | +25.5% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling