+136.7%
FXI vs ET
+1,447.8%
-1,311.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.5% |
| 7D | -2.8% | +0.6% | -3.4% | -2.9% |
| 30D | -5.3% | +5.3% | -10.6% | -6.6% |
| 3M | +0.3% | +15.6% | -15.3% | -3.4% |
| 6M | -4.6% | +20.6% | -25.2% | -9.3% |
| YTD | -9.1% | +38.5% | -47.6% | -16.6% |
| 1Y | -12.0% | +35.7% | -47.7% | -18.9% |
| 3Y | +38.6% | +98.4% | -59.7% | +15.1% |
| 5Y | -6.6% | +245.3% | -251.9% | -33.3% |
| 10Y | +15.0% | +173.7% | -158.7% | -20.7% |
| All | +136.7% | +1,447.8% | -1,311.1% | -57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling