+15.0%
FXI vs ECL
+149.7%
-134.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.6% |
| 7D | -2.8% | -2.7% | 0.0% | -1.9% |
| 30D | -5.3% | -4.3% | -1.0% | -4.0% |
| 3M | +0.3% | +3.2% | -2.9% | -1.0% |
| 6M | -4.6% | -2.9% | -1.7% | -4.1% |
| YTD | -9.1% | +4.3% | -13.3% | -10.8% |
| 1Y | -12.0% | +1.6% | -13.6% | -13.1% |
| 3Y | +38.6% | +54.3% | -15.6% | +17.6% |
| 5Y | -6.6% | +26.5% | -33.1% | -16.9% |
| 10Y | +15.0% | +155.6% | -140.6% | -26.6% |
| All | +15.0% | +149.7% | -134.7% | -26.6% |
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