+22.5%
FXI vs ESI
+195.2%
-172.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +3.7% | -6.6% | +10.3% | +5.0% |
| 30D | +0.5% | -9.8% | +10.3% | +2.4% |
| 3M | -5.7% | -11.9% | +6.2% | -3.8% |
| 6M | -6.9% | -25.1% | +18.2% | -2.4% |
| YTD | -9.5% | +31.9% | -41.4% | -17.5% |
| 1Y | -14.0% | +19.2% | -33.2% | -19.9% |
| 3Y | +44.5% | +76.2% | -31.6% | +21.0% |
| 5Y | -2.8% | +39.4% | -42.2% | -15.5% |
| 10Y | +20.3% | +304.9% | -284.6% | -19.5% |
| All | +22.5% | +195.2% | -172.7% | -4.3% |
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