+20.0%
FXI vs ECL
+196.0%
-176.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | -1.9% | -2.3% | +0.3% | -1.3% |
| 30D | -0.6% | +8.3% | -8.9% | -3.2% |
| 3M | -4.9% | +8.4% | -13.3% | -7.4% |
| 6M | -8.8% | +23.3% | -32.1% | -15.2% |
| YTD | -10.7% | +18.2% | -29.0% | -16.0% |
| 1Y | -15.2% | +18.8% | -34.0% | -20.4% |
| 3Y | +42.5% | +78.5% | -36.0% | +15.4% |
| 5Y | -7.8% | +40.1% | -47.9% | -20.4% |
| 10Y | +20.0% | +196.5% | -176.5% | -24.0% |
| All | +20.0% | +196.0% | -176.1% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling