+210.8%
FXI vs ECL
+1,116.5%
-905.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -2.1% |
| 7D | +4.4% | -0.5% | +4.9% | +4.6% |
| 30D | +1.2% | +8.8% | -7.6% | -4.1% |
| 3M | -4.2% | +7.8% | -12.0% | -8.9% |
| 6M | -6.2% | +21.3% | -27.5% | -17.8% |
| YTD | -8.8% | +17.8% | -26.6% | -19.0% |
| 1Y | -11.6% | +21.1% | -32.7% | -23.0% |
| 3Y | +45.1% | +80.1% | -34.9% | -5.3% |
| 5Y | -1.2% | +40.5% | -41.7% | -27.1% |
| 10Y | +20.1% | +197.7% | -177.7% | -59.1% |
| All | +210.8% | +1,116.5% | -905.7% | -68.6% |
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 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