+32.5%
EEM vs FXI
-12.7%
+45.3%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.8% |
| 7D | -0.7% | -2.8% | +2.1% | +1.2% |
| 30D | +2.4% | -3.7% | +6.1% | +5.0% |
| 3M | +4.2% | -0.4% | +4.6% | +4.1% |
| 6M | +14.8% | -5.4% | +20.2% | +19.5% |
| YTD | +23.1% | -9.6% | +32.7% | +31.8% |
| 1Y | +32.5% | -11.9% | +44.5% | +44.5% |
| All | +32.5% | -12.7% | +45.3% | +44.5% |
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