+200.3%
FXI vs EMR
+856.1%
-655.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -4.2% | +2.8% | -7.1% | -5.9% |
| 30D | -1.1% | +3.7% | -4.8% | -3.6% |
| 3M | -4.0% | +2.0% | -6.0% | -5.8% |
| 6M | -11.8% | +22.1% | -33.9% | -23.2% |
| YTD | -11.9% | +27.2% | -39.1% | -26.6% |
| 1Y | -16.1% | +32.0% | -48.1% | -31.8% |
| 3Y | +38.8% | +103.3% | -64.5% | -18.4% |
| 5Y | -9.1% | +88.2% | -97.3% | -45.6% |
| 10Y | +18.4% | +280.4% | -262.0% | -63.7% |
| All | +200.3% | +856.1% | -655.9% | -54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling