+19.2%
FXI vs ESI
+318.1%
-298.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -4.2% | +5.5% | -9.7% | -5.6% |
| 30D | -1.1% | -7.8% | +6.6% | +0.4% |
| 3M | -4.0% | -15.0% | +11.1% | -0.8% |
| 6M | -11.8% | -24.9% | +13.1% | -6.9% |
| YTD | -11.9% | +33.2% | -45.1% | -21.9% |
| 1Y | -16.1% | +24.9% | -41.1% | -24.4% |
| 3Y | +38.8% | +77.8% | -39.0% | +10.3% |
| 5Y | -9.1% | +37.1% | -46.2% | -24.0% |
| All | +19.2% | +318.1% | -298.9% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling