+14.7%
FXI vs EME
+1,362.1%
-1,347.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | -0.5% |
| 7D | -3.9% | +3.5% | -7.4% | -4.6% |
| 30D | -2.1% | -6.3% | +4.2% | -0.9% |
| 3M | -0.5% | -3.8% | +3.3% | -0.4% |
| 6M | -4.5% | +8.5% | -13.0% | -7.4% |
| YTD | -9.2% | +27.8% | -37.1% | -15.2% |
| 1Y | -13.8% | +22.2% | -36.0% | -19.3% |
| 3Y | +36.6% | +253.5% | -216.9% | -5.5% |
| 5Y | -6.7% | +578.6% | -585.3% | -47.0% |
| All | +14.7% | +1,362.1% | -1,347.5% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling