-6.6%
FXI vs EAT
+310.8%
-317.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -0.9% |
| 7D | -2.8% | -6.8% | +4.0% | -2.0% |
| 30D | -5.3% | -5.4% | +0.1% | -4.9% |
| 3M | +0.3% | +42.8% | -42.4% | -3.9% |
| 6M | -4.6% | +56.5% | -61.1% | -10.1% |
| YTD | -9.1% | +50.0% | -59.1% | -14.0% |
| 1Y | -12.0% | +38.3% | -50.2% | -16.2% |
| 3Y | +38.6% | +591.6% | -553.0% | -2.2% |
| 5Y | -6.6% | +312.6% | -319.2% | -34.4% |
| All | -6.6% | +310.8% | -317.4% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling