+213.4%
FXI vs ES
+670.7%
-457.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +1.4% |
| 7D | +5.7% | +1.9% | +3.8% | +4.7% |
| 30D | +4.6% | +7.1% | -2.5% | +1.2% |
| 3M | -2.8% | -1.9% | -0.8% | -2.2% |
| 6M | -6.1% | +4.4% | -10.4% | -8.7% |
| YTD | -8.0% | +7.3% | -15.4% | -12.3% |
| 1Y | -11.3% | +2.1% | -13.5% | -13.9% |
| 3Y | +42.6% | +41.8% | +0.8% | +13.1% |
| 5Y | -0.1% | +1.4% | -1.5% | -8.6% |
| 10Y | +22.7% | +86.8% | -64.0% | -37.2% |
| All | +213.4% | +670.7% | -457.3% | -49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling