+221.8%
FXI vs EOG
+1,133.4%
-911.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.1% | +1.7% |
| 7D | +1.0% | +1.3% | -0.2% | +0.6% |
| 30D | -0.6% | +8.2% | -8.7% | -3.4% |
| 3M | +1.9% | +3.8% | -1.9% | 0.0% |
| 6M | -0.2% | +15.3% | -15.5% | -6.3% |
| YTD | -5.6% | +41.7% | -47.3% | -17.9% |
| 1Y | -4.7% | +23.6% | -28.2% | -13.2% |
| 3Y | +38.0% | +23.3% | +14.7% | +23.0% |
| 5Y | -2.7% | +170.4% | -173.1% | -39.1% |
| 10Y | +19.9% | +125.5% | -105.6% | -33.7% |
| All | +221.8% | +1,133.4% | -911.6% | -22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling