-15.2%
FXI vs EMB
+0.7%
-16.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | -1.9% | -0.4% | -1.5% | -1.5% |
| 30D | -0.6% | +1.5% | -2.2% | -2.5% |
| 3M | -4.9% | -1.6% | -3.3% | -3.0% |
| 6M | -8.8% | -1.5% | -7.3% | -7.1% |
| YTD | -10.7% | -0.1% | -10.7% | -11.0% |
| 1Y | -15.2% | +0.5% | -15.8% | -16.1% |
| All | -15.2% | +0.7% | -16.0% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 1y: compounded portfolio wealth divided by compounded EMB 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…
1y analysis · Full analysis span regression · 6 months rolling