+14.7%
FXI vs EOG
+121.1%
-106.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -3.9% | +1.5% | -5.4% | -4.1% |
| 30D | -2.1% | +2.9% | -5.0% | -2.7% |
| 3M | -0.5% | +8.7% | -9.2% | -2.3% |
| 6M | -4.5% | +12.9% | -17.4% | -7.3% |
| YTD | -9.2% | +43.8% | -53.1% | -16.1% |
| 1Y | -13.8% | +27.1% | -40.8% | -18.4% |
| 3Y | +36.6% | +25.9% | +10.7% | +28.0% |
| 5Y | -6.7% | +177.9% | -184.6% | -26.9% |
| All | +14.7% | +121.1% | -106.4% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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