+221.8%
FXI vs EAT
+1,563.3%
-1,341.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | +1.0% | 0.0% | +1.0% | +1.0% |
| 30D | -0.6% | +1.9% | -2.4% | -1.1% |
| 3M | +1.9% | +68.7% | -66.7% | -8.1% |
| 6M | -0.2% | +66.9% | -67.1% | -10.5% |
| YTD | -5.6% | +60.4% | -66.0% | -15.0% |
| 1Y | -4.7% | +44.0% | -48.7% | -12.9% |
| 3Y | +38.0% | +604.7% | -566.7% | -12.3% |
| 5Y | -2.7% | +347.0% | -349.7% | -35.2% |
| 10Y | +19.9% | +390.8% | -370.8% | -33.5% |
| All | +221.8% | +1,563.3% | -1,341.5% | +15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling