-1.2%
FXI vs ES
+1.4%
-2.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.4% |
| 7D | +5.7% | +1.9% | +3.8% | +5.4% |
| 30D | +4.6% | +7.1% | -2.5% | +3.5% |
| 3M | -2.8% | -1.9% | -0.8% | -2.6% |
| 6M | -6.1% | +4.4% | -10.4% | -6.9% |
| YTD | -8.0% | +7.3% | -15.4% | -9.4% |
| 1Y | -11.3% | +2.1% | -13.5% | -12.1% |
| 3Y | +42.6% | +41.8% | +0.8% | +31.5% |
| All | -1.2% | +1.4% | -2.6% | -2.9% |
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