+47.3%
EEM vs FXI
-4.8%
+52.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.6% | +1.4% |
| 7D | +3.1% | -1.0% | +4.0% | +3.5% |
| 30D | +4.9% | -3.2% | +8.1% | +6.5% |
| 3M | +5.2% | +1.7% | +3.5% | +4.2% |
| 6M | +20.7% | -1.6% | +22.3% | +21.6% |
| YTD | +26.5% | -7.9% | +34.4% | +31.5% |
| 1Y | +37.8% | -9.6% | +47.5% | +44.5% |
| 3Y | +91.0% | +40.5% | +50.5% | +59.1% |
| All | +47.3% | -4.8% | +52.1% | +48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling