+1,051.4%
EWT vs FXI
+213.7%
+837.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | +0.8% |
| 7D | +1.6% | -1.0% | +2.6% | +2.2% |
| 30D | +8.2% | -3.2% | +11.4% | +10.0% |
| 3M | +11.1% | +1.7% | +9.4% | +9.7% |
| 6M | +60.4% | -1.6% | +62.0% | +61.5% |
| YTD | +75.6% | -7.9% | +83.5% | +83.2% |
| 1Y | +91.3% | -9.6% | +100.9% | +101.5% |
| 3Y | +200.3% | +40.5% | +159.8% | +137.5% |
| 5Y | +156.4% | -6.2% | +162.6% | +139.8% |
| 10Y | +495.8% | +14.2% | +481.6% | +383.6% |
| All | +1,051.4% | +213.7% | +837.7% | +280.4% |
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