-6.6%
FXI vs ELF
+230.6%
-237.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -0.9% |
| 7D | -2.8% | -6.8% | +4.0% | -2.2% |
| 30D | -5.3% | +5.1% | -10.4% | -5.8% |
| 3M | +0.3% | +79.8% | -79.4% | -4.9% |
| 6M | -4.6% | +29.7% | -34.3% | -7.2% |
| YTD | -9.1% | +31.6% | -40.7% | -12.1% |
| 1Y | -12.0% | -27.9% | +15.9% | -10.8% |
| 3Y | +38.6% | -26.4% | +65.1% | +31.8% |
| 5Y | -6.6% | +235.6% | -242.2% | -49.5% |
| All | -6.6% | +230.6% | -237.2% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling