+10.8%
FXI vs ELF
+393.6%
-382.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -1.9% | +4.3% | -6.2% | -2.3% |
| 30D | -0.6% | +7.7% | -8.4% | -1.4% |
| 3M | -4.9% | +24.7% | -29.6% | -7.0% |
| 6M | -8.8% | +114.6% | -123.4% | -15.6% |
| YTD | -10.7% | +55.8% | -66.5% | -15.4% |
| 1Y | -15.2% | +51.9% | -67.2% | -19.6% |
| 3Y | +42.5% | +24.6% | +17.9% | +29.6% |
| 5Y | -7.8% | +279.2% | -287.0% | -29.9% |
| 10Y | +20.0% | +338.7% | -318.8% | -17.3% |
| All | +10.8% | +393.6% | -382.8% | -23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling