+2.7%
FXI vs ESTC
+23.0%
-20.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.3% |
| 7D | +5.7% | -11.5% | +17.2% | +7.5% |
| 30D | +4.6% | -7.5% | +12.1% | +5.5% |
| 3M | -2.8% | +23.1% | -25.8% | -6.6% |
| 6M | -6.1% | +75.3% | -81.4% | -14.9% |
| YTD | -8.0% | +14.1% | -22.1% | -11.9% |
| 1Y | -11.3% | -0.6% | -10.7% | -13.4% |
| 3Y | +42.6% | +20.8% | +21.8% | +25.7% |
| 5Y | -0.1% | -48.8% | +48.7% | -3.7% |
| All | +2.7% | +23.0% | -20.2% | -23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling