-10.9%
FXI vs EOSE
-57.1%
+46.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +10.8% | -13.3% | -3.0% |
| 7D | -1.0% | +41.4% | -42.4% | -2.7% |
| 30D | -3.2% | +3.6% | -6.8% | -3.6% |
| 3M | +1.7% | -35.7% | +37.4% | +3.2% |
| 6M | -1.6% | -29.9% | +28.3% | -1.3% |
| YTD | -7.9% | -62.5% | +54.6% | -5.7% |
| 1Y | -9.6% | -37.4% | +27.8% | -10.5% |
| 3Y | +40.5% | +55.8% | -15.3% | +27.4% |
| 5Y | -6.2% | -67.8% | +61.6% | -14.4% |
| All | -10.9% | -57.1% | +46.3% | -16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling