+19.2%
FXI vs ETR
+378.9%
-359.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -4.2% | +1.2% | -5.4% | -4.4% |
| 30D | -1.1% | +7.0% | -8.1% | -2.4% |
| 3M | -4.0% | +4.6% | -8.6% | -4.9% |
| 6M | -11.8% | +0.1% | -12.0% | -12.1% |
| YTD | -11.9% | +23.2% | -35.1% | -16.0% |
| 1Y | -16.1% | +20.6% | -36.7% | -19.7% |
| 3Y | +38.8% | +156.3% | -117.5% | +11.9% |
| 5Y | -9.1% | +159.6% | -168.7% | -27.8% |
| All | +19.2% | +378.9% | -359.8% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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