-6.2%
FXI vs EMR
+62.8%
-69.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.0% | -2.3% |
| 7D | -1.0% | +3.1% | -4.0% | -1.9% |
| 30D | -3.2% | -3.5% | +0.3% | -2.2% |
| 3M | +1.7% | +9.8% | -8.1% | -2.0% |
| 6M | -1.6% | +10.8% | -12.3% | -5.8% |
| YTD | -7.9% | +15.9% | -23.8% | -13.8% |
| 1Y | -9.6% | +16.4% | -26.1% | -15.8% |
| 3Y | +40.5% | +62.1% | -21.6% | +13.0% |
| 5Y | -6.2% | +62.9% | -69.2% | -26.7% |
| All | -6.2% | +62.8% | -69.0% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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