-7.8%
FXI vs EAT
+362.5%
-370.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -1.7% |
| 7D | -1.9% | -8.9% | +7.0% | -0.9% |
| 30D | -0.6% | +3.4% | -4.0% | -1.2% |
| 3M | -4.9% | -9.3% | +4.4% | -4.2% |
| 6M | -8.8% | +43.8% | -52.6% | -13.4% |
| YTD | -10.7% | +39.9% | -50.6% | -15.3% |
| 1Y | -15.2% | +89.7% | -105.0% | -22.8% |
| 3Y | +42.5% | +491.3% | -448.8% | +1.0% |
| 5Y | -7.8% | +365.4% | -373.2% | -34.7% |
| All | -7.8% | +362.5% | -370.3% | -34.7% |
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