+40.5%
FXI vs ELF
-23.6%
+64.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.9% | +2.4% | -2.2% |
| 7D | -1.0% | -1.2% | +0.2% | -0.9% |
| 30D | -3.2% | +5.9% | -9.1% | -3.6% |
| 3M | +1.7% | +99.5% | -97.8% | -2.4% |
| 6M | -1.6% | +26.5% | -28.1% | -3.2% |
| YTD | -7.9% | +37.2% | -45.1% | -10.1% |
| 1Y | -9.6% | -24.4% | +14.8% | -9.0% |
| 3Y | +40.5% | -23.3% | +63.8% | +32.4% |
| All | +40.5% | -23.6% | +64.1% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling