-8.5%
FXI vs EMB
+126.5%
-135.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.6% |
| 7D | -4.2% | -0.7% | -3.5% | -3.6% |
| 30D | -2.0% | +0.5% | -2.5% | -2.5% |
| 3M | -5.0% | -2.5% | -2.5% | -2.9% |
| 6M | -9.6% | -2.0% | -7.6% | -8.1% |
| YTD | -11.9% | -0.9% | -11.0% | -11.2% |
| 1Y | -16.7% | -0.3% | -16.3% | -16.4% |
| 3Y | +40.6% | +29.2% | +11.4% | +13.8% |
| 5Y | -9.1% | +7.4% | -16.5% | -14.5% |
| 10Y | +18.4% | +35.8% | -17.4% | -5.6% |
| All | -8.5% | +126.5% | -135.1% | -38.7% |
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