+40.6%
FXI vs EAT
+483.7%
-443.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -1.6% |
| 7D | -1.9% | -8.9% | +7.0% | -1.5% |
| 30D | -0.6% | +3.4% | -4.0% | -0.9% |
| 3M | -4.9% | -9.3% | +4.4% | -4.6% |
| 6M | -8.8% | +43.8% | -52.6% | -10.6% |
| YTD | -10.7% | +39.9% | -50.6% | -12.5% |
| 1Y | -15.2% | +89.7% | -105.0% | -18.1% |
| All | +40.6% | +483.7% | -443.1% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling