+15.0%
FXI vs ED
+105.2%
-90.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | -5.3% | +1.9% | -7.3% | -5.5% |
| 3M | +0.3% | +1.9% | -1.5% | +0.1% |
| 6M | -4.6% | -2.3% | -2.3% | -4.5% |
| YTD | -9.1% | +10.9% | -20.0% | -10.1% |
| 1Y | -12.0% | +14.5% | -26.5% | -13.4% |
| 3Y | +38.6% | +33.4% | +5.3% | +33.1% |
| 5Y | -6.6% | +67.3% | -73.9% | -13.5% |
| 10Y | +15.0% | +110.7% | -95.7% | +1.2% |
| All | +15.0% | +105.2% | -90.2% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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