+200.3%
FXI vs EFX
+775.0%
-574.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | -4.2% | -0.8% | -3.4% | -3.9% |
| 30D | -1.1% | +25.1% | -26.2% | -11.9% |
| 3M | -4.0% | +1.7% | -5.6% | -6.1% |
| 6M | -11.8% | +18.4% | -30.2% | -21.1% |
| YTD | -11.9% | -12.5% | +0.6% | -10.4% |
| 1Y | -16.1% | -8.1% | -8.0% | -17.0% |
| 3Y | +38.8% | +4.8% | +34.0% | +18.6% |
| 5Y | -9.1% | -30.1% | +21.1% | -7.5% |
| 10Y | +18.4% | +81.5% | -63.0% | -46.7% |
| All | +200.3% | +775.0% | -574.8% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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