+78.4%
ETN vs FXI
+35.7%
+42.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | +3.0% | -2.8% | +5.8% | +3.8% |
| 30D | -10.9% | -3.7% | -7.2% | -10.1% |
| 3M | +9.2% | -0.4% | +9.6% | +9.1% |
| 6M | +13.9% | -5.4% | +19.3% | +15.4% |
| YTD | +29.5% | -9.6% | +39.1% | +32.7% |
| 1Y | +14.2% | -11.9% | +26.1% | +17.7% |
| All | +78.4% | +35.7% | +42.7% | +67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling