+14.7%
FXI vs EFV
+169.9%
-155.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.5% |
| 7D | -3.9% | -0.8% | -3.1% | -3.2% |
| 30D | -2.1% | +0.6% | -2.7% | -2.7% |
| 3M | -0.5% | +7.5% | -8.0% | -6.8% |
| 6M | -4.5% | +13.0% | -17.6% | -14.7% |
| YTD | -9.2% | +18.3% | -27.6% | -22.2% |
| 1Y | -13.8% | +26.7% | -40.5% | -30.6% |
| 3Y | +36.6% | +89.6% | -53.0% | -22.7% |
| 5Y | -6.7% | +98.2% | -104.9% | -49.0% |
| All | +14.7% | +169.9% | -155.2% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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