-6.2%
FXI vs ES
-2.9%
-3.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.5% |
| 7D | -1.0% | +1.4% | -2.4% | -1.2% |
| 30D | -3.2% | -1.2% | -2.1% | -3.1% |
| 3M | +1.7% | +5.0% | -3.3% | +0.8% |
| 6M | -1.6% | -2.8% | +1.3% | -1.4% |
| YTD | -7.9% | +8.6% | -16.5% | -9.3% |
| 1Y | -9.6% | +18.9% | -28.6% | -12.7% |
| 3Y | +40.5% | +32.1% | +8.3% | +31.2% |
| 5Y | -6.2% | -5.1% | -1.2% | -10.8% |
| All | -6.2% | -2.9% | -3.4% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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