+1.6%
FXI vs ESTC
+23.7%
-22.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.0% |
| 7D | -2.8% | -3.3% | +0.6% | -2.4% |
| 30D | -5.3% | +13.4% | -18.8% | -7.6% |
| 3M | +0.3% | +41.3% | -41.0% | -5.5% |
| 6M | -4.6% | +62.6% | -67.2% | -12.6% |
| YTD | -9.1% | +14.8% | -23.9% | -12.7% |
| 1Y | -12.0% | -5.1% | -6.9% | -13.3% |
| 3Y | +38.6% | +11.2% | +27.5% | +24.5% |
| 5Y | -6.6% | -47.0% | +40.4% | -10.3% |
| All | +1.6% | +23.7% | -22.1% | -24.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling