+2,154.3%
ETN vs FXI
+213.7%
+1,940.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.5% | +5.2% | +3.8% |
| 7D | +8.0% | -1.0% | +9.0% | +8.5% |
| 30D | -5.9% | -3.2% | -2.7% | -4.6% |
| 3M | +5.0% | +1.7% | +3.3% | +3.9% |
| 6M | +22.4% | -1.6% | +24.0% | +23.0% |
| YTD | +33.6% | -7.9% | +41.5% | +38.2% |
| 1Y | +22.1% | -9.6% | +31.8% | +27.2% |
| 3Y | +85.6% | +40.5% | +45.1% | +52.0% |
| 5Y | +179.2% | -6.2% | +185.5% | +160.0% |
| 10Y | +687.3% | +14.2% | +673.2% | +546.3% |
| All | +2,154.3% | +213.7% | +1,940.6% | +884.2% |
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