-1.6%
FXI vs ESTC
+27.2%
-28.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.6% |
| 7D | -4.2% | +5.8% | -10.0% | -5.0% |
| 30D | -2.0% | -5.6% | +3.6% | -1.5% |
| 3M | -5.0% | +15.4% | -20.4% | -7.8% |
| 6M | -9.6% | +77.8% | -87.4% | -18.3% |
| YTD | -11.9% | +18.1% | -30.0% | -16.0% |
| 1Y | -16.7% | -3.7% | -13.0% | -18.2% |
| 3Y | +40.6% | +16.9% | +23.8% | +25.1% |
| 5Y | -9.1% | -51.2% | +42.2% | -11.4% |
| All | -1.6% | +27.2% | -28.8% | -26.9% |
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