+208.6%
FXI vs EIX
+395.5%
-186.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +3.7% | +1.0% | +2.7% | +3.2% |
| 30D | +0.5% | +8.9% | -8.4% | -3.2% |
| 3M | -5.7% | -9.8% | +4.1% | -4.2% |
| 6M | -6.9% | -10.2% | +3.3% | -5.9% |
| YTD | -9.5% | +5.9% | -15.4% | -15.8% |
| 1Y | -14.0% | +10.9% | -24.9% | -21.9% |
| 3Y | +44.5% | +10.2% | +34.3% | +25.6% |
| 5Y | -2.8% | +17.0% | -19.8% | -20.7% |
| 10Y | +20.3% | +35.1% | -14.7% | -24.6% |
| All | +208.6% | +395.5% | -186.9% | -2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling