+221.8%
FXI vs EMR
+775.1%
-553.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +0.5% |
| 7D | +1.0% | -1.5% | +2.6% | +1.9% |
| 30D | -0.6% | -5.6% | +5.1% | +2.6% |
| 3M | +1.9% | +7.9% | -6.0% | -3.9% |
| 6M | -0.2% | +6.0% | -6.2% | -5.6% |
| YTD | -5.6% | +16.4% | -22.0% | -16.6% |
| 1Y | -4.7% | +16.6% | -21.3% | -16.4% |
| 3Y | +38.0% | +62.9% | -24.8% | -6.5% |
| 5Y | -2.7% | +60.1% | -62.8% | -35.5% |
| 10Y | +19.9% | +268.8% | -248.8% | -63.1% |
| All | +221.8% | +775.1% | -553.3% | -48.6% |
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