-6.6%
FXI vs EL
-68.4%
+61.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -0.5% |
| 7D | -2.8% | -2.4% | -0.4% | -2.2% |
| 30D | -5.3% | +13.7% | -19.0% | -8.8% |
| 3M | +0.3% | +14.5% | -14.1% | -3.7% |
| 6M | -4.6% | +7.4% | -12.0% | -7.8% |
| YTD | -9.1% | -4.7% | -4.4% | -10.3% |
| 1Y | -12.0% | +12.9% | -24.9% | -18.0% |
| 3Y | +38.6% | -32.2% | +70.9% | +46.1% |
| 5Y | -6.6% | -68.4% | +61.8% | +28.6% |
| All | -6.6% | -68.4% | +61.8% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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