-7.0%
FXI vs EOG
+172.6%
-179.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -2.8% | +1.0% | -3.8% | -3.0% |
| 30D | -3.7% | +2.8% | -6.5% | -4.1% |
| 3M | -0.4% | +5.9% | -6.3% | -1.5% |
| 6M | -5.4% | +17.1% | -22.5% | -8.5% |
| YTD | -9.6% | +43.9% | -53.5% | -16.0% |
| 1Y | -11.9% | +26.9% | -38.8% | -16.3% |
| 3Y | +37.8% | +23.6% | +14.3% | +30.0% |
| 5Y | -7.0% | +178.1% | -185.2% | -19.9% |
| All | -7.0% | +172.6% | -179.7% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling