+158.0%
FXI vs EFV
+249.2%
-91.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.4% |
| 7D | -4.2% | +2.5% | -6.7% | -6.8% |
| 30D | -1.1% | +2.9% | -4.0% | -4.3% |
| 3M | -4.0% | -1.4% | -2.5% | -2.8% |
| 6M | -11.8% | +5.5% | -17.4% | -17.3% |
| YTD | -11.9% | +16.1% | -28.0% | -25.6% |
| 1Y | -16.1% | +20.3% | -36.4% | -31.9% |
| 3Y | +38.8% | +90.4% | -51.6% | -31.1% |
| 5Y | -9.1% | +93.5% | -102.6% | -55.7% |
| 10Y | +18.4% | +161.5% | -143.1% | -60.3% |
| All | +158.0% | +249.2% | -91.2% | -22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling