+19.2%
FXI vs EAT
+320.8%
-301.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -4.2% | -4.0% | -0.2% | -3.8% |
| 30D | -1.1% | -2.9% | +1.8% | -1.0% |
| 3M | -4.0% | -16.9% | +12.9% | -2.4% |
| 6M | -11.8% | +57.0% | -68.8% | -16.7% |
| YTD | -11.9% | +38.2% | -50.1% | -15.9% |
| 1Y | -16.1% | +69.3% | -85.4% | -21.8% |
| 3Y | +38.8% | +483.0% | -444.2% | +8.4% |
| 5Y | -9.1% | +364.1% | -373.2% | -28.9% |
| All | +19.2% | +320.8% | -301.6% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling