-6.5%
FXI vs EFV
+94.7%
-101.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.4% |
| 7D | -2.8% | -0.5% | -2.3% | -2.3% |
| 30D | -5.3% | 0.0% | -5.3% | -5.3% |
| 3M | +0.3% | +8.4% | -8.1% | -7.7% |
| 6M | -4.6% | +12.3% | -16.9% | -15.5% |
| YTD | -9.1% | +17.4% | -26.5% | -23.2% |
| 1Y | -12.0% | +27.1% | -39.1% | -31.6% |
| 3Y | +38.6% | +90.7% | -52.1% | -29.2% |
| All | -6.5% | +94.7% | -101.2% | -53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling