+382.6%
EQT vs FXI
+207.8%
+174.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.9% |
| 7D | -1.2% | -2.8% | +1.6% | +0.1% |
| 30D | +1.1% | -3.7% | +4.8% | +2.7% |
| 3M | +4.8% | -0.4% | +5.2% | +4.6% |
| 6M | -10.6% | -5.4% | -5.2% | -8.9% |
| YTD | +3.4% | -9.6% | +13.1% | +7.3% |
| 1Y | +8.7% | -11.9% | +20.6% | +13.9% |
| 3Y | +35.0% | +37.8% | -2.9% | +9.5% |
| 5Y | +204.2% | -7.0% | +211.3% | +183.5% |
| 10Y | +52.5% | +14.3% | +38.1% | +24.1% |
| All | +382.6% | +207.8% | +174.8% | +133.4% |
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 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