+19.2%
FXI vs EIX
+35.3%
-16.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -4.2% | +1.4% | -5.6% | -4.4% |
| 30D | -1.1% | +8.5% | -9.7% | -2.5% |
| 3M | -4.0% | -13.5% | +9.5% | -2.4% |
| 6M | -11.8% | -12.4% | +0.5% | -10.9% |
| YTD | -11.9% | +5.9% | -17.8% | -14.3% |
| 1Y | -16.1% | +7.6% | -23.7% | -18.6% |
| 3Y | +38.8% | +12.8% | +26.0% | +31.4% |
| 5Y | -9.1% | +19.2% | -28.3% | -15.5% |
| All | +19.2% | +35.3% | -16.2% | +1.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling