+221.8%
FXI vs ELV
+1,099.3%
-877.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +2.1% |
| 7D | +1.0% | +3.3% | -2.3% | 0.0% |
| 30D | -0.6% | +4.2% | -4.7% | -1.9% |
| 3M | +1.9% | -0.1% | +2.0% | +1.2% |
| 6M | -0.2% | +41.3% | -41.4% | -11.8% |
| YTD | -5.6% | +17.4% | -23.0% | -12.2% |
| 1Y | -4.7% | +35.1% | -39.7% | -15.7% |
| 3Y | +38.0% | -3.2% | +41.3% | +32.2% |
| 5Y | -2.7% | +15.6% | -18.3% | -15.8% |
| 10Y | +19.9% | +276.8% | -256.9% | -42.3% |
| All | +221.8% | +1,099.3% | -877.5% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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