-7.0%
FXI vs EME
+540.8%
-547.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -2.8% | +0.9% | -3.7% | -2.9% |
| 30D | -3.7% | -8.4% | +4.7% | -2.5% |
| 3M | -0.4% | -3.6% | +3.2% | -0.4% |
| 6M | -5.4% | +3.6% | -9.0% | -6.8% |
| YTD | -9.6% | +22.5% | -32.1% | -13.4% |
| 1Y | -11.9% | +18.2% | -30.1% | -15.5% |
| 3Y | +37.8% | +238.4% | -200.5% | +2.8% |
| 5Y | -7.0% | +550.5% | -557.6% | -43.6% |
| All | -7.0% | +540.8% | -547.9% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling