+14.2%
FXI vs EIX
+21.5%
-7.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | -2.8% | +0.8% | -3.6% | -3.0% |
| 30D | -3.7% | -18.8% | +15.1% | -1.0% |
| 3M | -0.4% | -19.7% | +19.3% | +2.3% |
| 6M | -5.4% | -18.2% | +12.8% | -3.3% |
| YTD | -9.6% | -1.7% | -7.9% | -10.9% |
| 1Y | -11.9% | +7.8% | -19.7% | -14.8% |
| 3Y | +37.8% | -5.6% | +43.5% | +34.9% |
| 5Y | -7.0% | +23.7% | -30.7% | -14.6% |
| All | +14.2% | +21.5% | -7.3% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EIX 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling