+200.3%
FXI vs EAT
+1,332.9%
-1,132.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -4.2% | -4.0% | -0.2% | -3.5% |
| 30D | -1.1% | -2.9% | +1.8% | -0.9% |
| 3M | -4.0% | -16.9% | +12.9% | -1.2% |
| 6M | -11.8% | +57.0% | -68.8% | -20.0% |
| YTD | -11.9% | +38.2% | -50.1% | -18.9% |
| 1Y | -16.1% | +69.3% | -85.4% | -25.9% |
| 3Y | +38.8% | +483.0% | -444.2% | -8.8% |
| 5Y | -9.1% | +364.1% | -373.2% | -40.1% |
| 10Y | +18.4% | +320.8% | -302.4% | -32.5% |
| All | +200.3% | +1,332.9% | -1,132.6% | +10.0% |
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