-7.0%
FXI vs EMB
+6.1%
-13.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | +0.3% |
| 7D | -2.8% | -1.1% | -1.7% | -1.6% |
| 30D | -3.7% | -1.1% | -2.6% | -2.6% |
| 3M | -0.4% | -0.8% | +0.4% | +0.4% |
| 6M | -5.4% | -0.1% | -5.4% | -5.3% |
| YTD | -9.6% | +0.4% | -10.1% | -10.0% |
| 1Y | -11.9% | +3.3% | -15.2% | -14.8% |
| 3Y | +37.8% | +29.0% | +8.8% | +6.4% |
| 5Y | -7.0% | +6.3% | -13.4% | -9.7% |
| All | -7.0% | +6.1% | -13.1% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling