+36.6%
FXI vs EOSE
+42.6%
-6.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.4% |
| 7D | -3.9% | +1.8% | -5.7% | -4.0% |
| 30D | -2.1% | -6.8% | +4.7% | -2.0% |
| 3M | -0.5% | -36.3% | +35.8% | +0.9% |
| 6M | -4.5% | -38.8% | +34.2% | -3.7% |
| YTD | -9.2% | -65.5% | +56.3% | -6.8% |
| 1Y | -13.8% | -45.3% | +31.5% | -13.7% |
| 3Y | +36.6% | +44.2% | -7.6% | +31.9% |
| All | +36.6% | +42.6% | -6.0% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 3y: compounded portfolio wealth divided by compounded EOSE 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…
3y analysis · Full analysis span regression · 6 months rolling