+706.7%
ETN vs FXI
+17.1%
+689.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.8% |
| 7D | +3.5% | -3.9% | +7.4% | +4.9% |
| 30D | -7.5% | -2.1% | -5.4% | -6.9% |
| 3M | +8.3% | -0.5% | +8.8% | +8.2% |
| 6M | +20.2% | -4.5% | +24.7% | +21.9% |
| YTD | +34.7% | -9.2% | +43.9% | +38.9% |
| 1Y | +19.4% | -13.8% | +33.2% | +25.3% |
| 3Y | +85.5% | +36.6% | +48.9% | +61.8% |
| 5Y | +186.6% | -6.7% | +193.3% | +187.8% |
| All | +706.7% | +17.1% | +689.6% | +613.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling