+38.8%
FXI vs ETR
+155.2%
-116.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -4.2% | +1.2% | -5.4% | -4.3% |
| 30D | -1.1% | +7.0% | -8.1% | -1.8% |
| 3M | -4.0% | +4.6% | -8.6% | -4.4% |
| 6M | -11.8% | +0.1% | -12.0% | -11.9% |
| YTD | -11.9% | +23.2% | -35.1% | -14.5% |
| 1Y | -16.1% | +20.6% | -36.7% | -18.4% |
| 3Y | +38.8% | +156.3% | -117.5% | +20.6% |
| All | +38.8% | +155.2% | -116.4% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling