+17.2%
FXI vs ELF
+357.0%
-339.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +1.3% |
| 7D | +1.0% | +5.4% | -4.3% | +0.5% |
| 30D | -0.6% | +27.0% | -27.5% | -2.8% |
| 3M | +1.9% | +113.2% | -111.3% | -5.4% |
| 6M | -0.2% | +36.6% | -36.7% | -3.7% |
| YTD | -5.6% | +44.2% | -49.8% | -9.8% |
| 1Y | -4.7% | -18.0% | +13.3% | -4.8% |
| 3Y | +38.0% | -19.9% | +58.0% | +31.8% |
| 5Y | -2.7% | +257.7% | -260.4% | -25.6% |
| All | +17.2% | +357.0% | -339.8% | -18.5% |
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 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