+40.5%
FXI vs ESI
+82.9%
-42.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.0% | -2.6% |
| 7D | -1.0% | +5.4% | -6.3% | -2.0% |
| 30D | -3.2% | -4.2% | +1.0% | -2.5% |
| 3M | +1.7% | -9.6% | +11.3% | +2.7% |
| 6M | -1.6% | +18.3% | -19.9% | -8.0% |
| YTD | -7.9% | +45.8% | -53.7% | -19.4% |
| 1Y | -9.6% | +39.2% | -48.8% | -20.1% |
| 3Y | +40.5% | +86.3% | -45.8% | +9.4% |
| All | +40.5% | +82.9% | -42.5% | +9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling