-2.0%
FXI vs EMB
+132.1%
-134.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +1.0% | 0.0% | +1.0% | +1.0% |
| 30D | -0.6% | -0.3% | -0.3% | -0.3% |
| 3M | +1.9% | -0.4% | +2.3% | +2.2% |
| 6M | -0.2% | +0.1% | -0.3% | -0.2% |
| YTD | -5.6% | +1.6% | -7.2% | -6.8% |
| 1Y | -4.7% | +5.6% | -10.3% | -8.9% |
| 3Y | +38.0% | +29.8% | +8.2% | +11.2% |
| 5Y | -2.7% | +7.3% | -9.9% | -8.6% |
| 10Y | +19.9% | +30.4% | -10.5% | -2.2% |
| All | -2.0% | +132.1% | -134.1% | -35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling