+204.2%
FXI vs ED
+605.7%
-401.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -1.9% | -0.9% | -1.0% | -1.6% |
| 30D | -0.6% | +11.2% | -11.8% | -5.2% |
| 3M | -4.9% | +11.8% | -16.7% | -9.6% |
| 6M | -8.8% | +14.1% | -22.9% | -14.4% |
| YTD | -10.7% | +23.0% | -33.7% | -19.4% |
| 1Y | -15.2% | +23.7% | -38.9% | -23.8% |
| 3Y | +42.5% | +47.7% | -5.3% | +14.4% |
| 5Y | -7.8% | +82.6% | -90.5% | -36.1% |
| 10Y | +20.0% | +141.8% | -121.8% | -41.9% |
| All | +204.2% | +605.7% | -401.5% | -51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling