+221.8%
FXI vs ECL
+1,004.7%
-782.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +1.0% | -2.6% | +3.6% | +2.7% |
| 30D | -0.6% | -2.2% | +1.6% | +0.7% |
| 3M | +1.9% | +10.1% | -8.2% | -4.7% |
| 6M | -0.2% | -5.7% | +5.6% | +2.4% |
| YTD | -5.6% | +7.0% | -12.6% | -10.8% |
| 1Y | -4.7% | +2.7% | -7.3% | -8.0% |
| 3Y | +38.0% | +57.7% | -19.7% | -2.1% |
| 5Y | -2.7% | +31.1% | -33.8% | -25.5% |
| 10Y | +19.9% | +150.9% | -131.0% | -53.4% |
| All | +221.8% | +1,004.7% | -782.9% | -65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling