+14.7%
FXI vs EAT
+374.9%
-360.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | -3.9% | -7.7% | +3.8% | -3.1% |
| 30D | -2.1% | -13.6% | +11.5% | -0.6% |
| 3M | -0.5% | +33.9% | -34.3% | -3.8% |
| 6M | -4.5% | +47.2% | -51.7% | -9.1% |
| YTD | -9.2% | +48.1% | -57.3% | -13.8% |
| 1Y | -13.8% | +33.7% | -47.5% | -17.4% |
| 3Y | +36.6% | +595.8% | -559.2% | +4.8% |
| 5Y | -6.7% | +314.4% | -321.0% | -26.1% |
| All | +14.7% | +374.9% | -360.3% | -17.4% |
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