+13.1%
EEM vs FXI
-17.2%
+30.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.7% | -4.2% | +6.9% | +5.3% |
| 30D | -5.4% | -1.1% | -4.3% | -4.9% |
| 3M | -8.6% | -4.0% | -4.7% | -6.4% |
| 6M | -8.9% | -11.8% | +2.9% | +0.7% |
| YTD | +11.9% | -11.9% | +23.8% | +21.8% |
| 1Y | +13.1% | -16.1% | +29.2% | +25.8% |
| All | +13.1% | -17.2% | +30.3% | +25.8% |
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 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