+14.7%
FXI vs ET
+177.0%
-162.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -3.9% | +0.2% | -4.1% | -3.9% |
| 30D | -2.1% | +2.9% | -5.0% | -2.6% |
| 3M | -0.5% | +16.8% | -17.3% | -3.5% |
| 6M | -4.5% | +18.9% | -23.4% | -7.8% |
| YTD | -9.2% | +37.7% | -46.9% | -14.9% |
| 1Y | -13.8% | +32.4% | -46.2% | -18.6% |
| 3Y | +36.6% | +99.5% | -62.9% | +18.7% |
| 5Y | -6.7% | +244.0% | -250.6% | -26.6% |
| All | +14.7% | +177.0% | -162.3% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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