-11.9%
FXI vs ESI
+34.0%
-45.9%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | 0.0% |
| 7D | -2.8% | -2.3% | -0.5% | -2.5% |
| 30D | -3.7% | -9.0% | +5.4% | -2.5% |
| 3M | -0.4% | -13.3% | +12.8% | +0.5% |
| 6M | -5.4% | +5.3% | -10.7% | -9.4% |
| YTD | -9.6% | +37.6% | -47.2% | -20.6% |
| 1Y | -11.9% | +33.6% | -45.5% | -22.2% |
| All | -11.9% | +34.0% | -45.9% | -22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling