+442.6%
EEM vs FXI
+221.5%
+221.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +0.7% |
| 7D | +2.3% | +1.0% | +1.3% | +1.6% |
| 30D | +4.5% | -0.6% | +5.1% | +4.9% |
| 3M | -0.1% | +1.9% | -2.0% | -1.7% |
| 6M | +16.9% | -0.2% | +17.1% | +16.9% |
| YTD | +26.2% | -5.6% | +31.8% | +31.3% |
| 1Y | +40.5% | -4.7% | +45.2% | +44.8% |
| 3Y | +86.2% | +38.0% | +48.2% | +37.9% |
| 5Y | +45.5% | -2.7% | +48.1% | +31.1% |
| 10Y | +128.6% | +19.9% | +108.7% | +72.3% |
| All | +442.6% | +221.5% | +221.1% | +53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling