-6.2%
FXI vs ESTC
-47.2%
+41.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.7% | +1.2% | -2.0% |
| 7D | -1.0% | -4.3% | +3.3% | -0.5% |
| 30D | -3.2% | +17.7% | -21.0% | -5.8% |
| 3M | +1.7% | +42.3% | -40.6% | -3.7% |
| 6M | -1.6% | +64.6% | -66.1% | -9.1% |
| YTD | -7.9% | +17.2% | -25.1% | -11.3% |
| 1Y | -9.6% | -4.2% | -5.4% | -10.7% |
| 3Y | +40.5% | +13.5% | +26.9% | +26.0% |
| 5Y | -6.2% | -45.5% | +39.3% | -16.1% |
| All | -6.2% | -47.2% | +41.0% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ESTC 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling