+200.3%
FXI vs EL
+605.9%
-405.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.4% |
| 7D | -4.2% | +1.5% | -5.7% | -4.8% |
| 30D | -1.1% | +10.0% | -11.1% | -5.0% |
| 3M | -4.0% | +28.4% | -32.4% | -14.0% |
| 6M | -11.8% | +37.1% | -48.9% | -23.9% |
| YTD | -11.9% | +7.8% | -19.7% | -18.6% |
| 1Y | -16.1% | +26.0% | -42.2% | -27.7% |
| 3Y | +38.8% | +3.8% | +35.0% | +18.6% |
| 5Y | -9.1% | -65.2% | +56.1% | +24.4% |
| 10Y | +18.4% | +62.1% | -43.7% | -31.7% |
| All | +200.3% | +605.9% | -405.6% | -34.3% |
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