+221.8%
FXI vs EL
+556.0%
-334.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.0% | -1.4% | +0.4% |
| 7D | +1.0% | +0.8% | +0.2% | +0.7% |
| 30D | -0.6% | +19.8% | -20.4% | -8.1% |
| 3M | +1.9% | +25.7% | -23.8% | -7.9% |
| 6M | -0.2% | +5.4% | -5.6% | -4.9% |
| YTD | -5.6% | +0.2% | -5.8% | -9.8% |
| 1Y | -4.7% | +20.4% | -25.1% | -16.6% |
| 3Y | +38.0% | -32.1% | +70.2% | +41.5% |
| 5Y | -2.7% | -67.2% | +64.5% | +36.2% |
| 10Y | +19.9% | +31.7% | -11.8% | -23.2% |
| All | +221.8% | +556.0% | -334.3% | -27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling