+195.6%
EQT vs FXI
-6.8%
+202.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | -1.2% | -2.8% | +1.6% | -0.6% |
| 30D | +1.1% | -3.7% | +4.8% | +1.9% |
| 3M | +4.8% | -0.4% | +5.2% | +4.8% |
| 6M | -10.6% | -5.4% | -5.2% | -9.7% |
| YTD | +3.4% | -9.6% | +13.1% | +5.4% |
| 1Y | +8.7% | -11.9% | +20.6% | +11.4% |
| 3Y | +35.0% | +37.8% | -2.9% | +21.5% |
| All | +195.6% | -6.8% | +202.4% | +208.4% |
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