-6.2%
FXI vs EIX
+28.1%
-34.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.5% | -7.0% | -3.1% |
| 7D | -1.0% | +0.9% | -1.9% | -1.1% |
| 30D | -3.2% | -13.5% | +10.3% | -1.9% |
| 3M | +1.7% | -15.3% | +16.9% | +3.2% |
| 6M | -1.6% | -15.3% | +13.8% | -0.2% |
| YTD | -7.9% | +2.7% | -10.6% | -10.1% |
| 1Y | -9.6% | +17.4% | -27.1% | -14.2% |
| 3Y | +40.5% | -1.3% | +41.8% | +35.6% |
| 5Y | -6.2% | +27.2% | -33.4% | -16.1% |
| All | -6.2% | +28.1% | -34.3% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling