+27.8%
FXI vs ESI
+224.6%
-196.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.4% | +0.9% |
| 7D | +1.0% | +3.3% | -2.3% | +0.3% |
| 30D | -0.6% | -5.9% | +5.3% | +0.6% |
| 3M | +1.9% | -14.1% | +16.0% | +4.4% |
| 6M | -0.2% | +6.6% | -6.7% | -3.3% |
| YTD | -5.6% | +45.0% | -50.6% | -15.2% |
| 1Y | -4.7% | +41.5% | -46.1% | -14.1% |
| 3Y | +38.0% | +78.8% | -40.7% | +15.9% |
| 5Y | -2.7% | +70.9% | -73.6% | -18.6% |
| 10Y | +19.9% | +317.1% | -297.2% | -20.3% |
| All | +27.8% | +224.6% | -196.9% | -1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling