+381.2%
EEM vs FXI
+200.0%
+181.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.7% | -4.2% | +6.9% | +5.9% |
| 30D | -5.4% | -1.1% | -4.3% | -4.9% |
| 3M | -8.6% | -4.0% | -4.7% | -6.3% |
| 6M | -8.9% | -11.8% | +2.9% | -0.9% |
| YTD | +11.9% | -11.9% | +23.8% | +22.0% |
| 1Y | +13.1% | -16.1% | +29.2% | +27.7% |
| 3Y | +70.7% | +38.8% | +31.9% | +25.4% |
| 5Y | +31.8% | -9.1% | +40.8% | +24.8% |
| 10Y | +119.5% | +18.4% | +101.1% | +65.6% |
| All | +381.2% | +200.0% | +181.1% | +42.3% |
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