+146.1%
EWT vs FXI
-8.2%
+154.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -2.0% | -2.3% |
| 7D | -1.1% | -2.8% | +1.7% | -0.1% |
| 30D | +4.8% | -3.7% | +8.5% | +6.1% |
| 3M | +11.1% | -0.4% | +11.6% | +11.1% |
| 6M | +54.6% | -5.4% | +60.0% | +57.5% |
| YTD | +71.4% | -9.6% | +81.1% | +77.3% |
| 1Y | +82.1% | -11.9% | +94.0% | +89.9% |
| 3Y | +193.2% | +37.8% | +155.4% | +159.6% |
| 5Y | +146.1% | -7.0% | +153.1% | +145.1% |
| All | +146.1% | -8.2% | +154.3% | +145.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling