+125.7%
EEM vs FXI
+16.6%
+109.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.8% |
| 7D | -0.7% | -2.8% | +2.1% | +1.0% |
| 30D | +2.4% | -3.7% | +6.1% | +4.7% |
| 3M | +4.2% | -0.4% | +4.6% | +4.1% |
| 6M | +14.8% | -5.4% | +20.2% | +18.6% |
| YTD | +23.1% | -9.6% | +32.7% | +30.7% |
| 1Y | +32.5% | -11.9% | +44.5% | +42.8% |
| 3Y | +85.9% | +37.8% | +48.0% | +45.7% |
| 5Y | +43.6% | -7.0% | +50.6% | +44.0% |
| All | +125.7% | +16.6% | +109.1% | +81.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling