+199.8%
EWT vs FXI
+36.5%
+163.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.7% |
| 7D | +2.1% | -2.8% | +4.9% | +3.2% |
| 30D | +9.4% | -5.3% | +14.7% | +11.6% |
| 3M | +10.9% | +0.3% | +10.5% | +10.4% |
| 6M | +57.9% | -4.6% | +62.5% | +60.6% |
| YTD | +75.9% | -9.1% | +85.0% | +82.1% |
| 1Y | +89.7% | -12.0% | +101.7% | +98.5% |
| All | +199.8% | +36.5% | +163.3% | +164.7% |
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