-11.4%
FXI vs ELF
-28.1%
+16.6%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -1.1% |
| 7D | -2.8% | -6.8% | +4.0% | -2.5% |
| 30D | -5.3% | +5.1% | -10.4% | -5.5% |
| 3M | +0.3% | +79.8% | -79.4% | -1.9% |
| 6M | -4.6% | +29.7% | -34.3% | -5.5% |
| YTD | -9.1% | +31.6% | -40.7% | -10.3% |
| All | -11.4% | -28.1% | +16.6% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling