-7.0%
FXI vs ETR
+123.0%
-130.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.8% | -0.4% |
| 7D | -2.8% | -1.9% | -0.9% | -2.6% |
| 30D | -3.7% | -0.2% | -3.5% | -3.7% |
| 3M | -0.4% | -3.7% | +3.3% | -0.1% |
| 6M | -5.4% | +2.1% | -7.5% | -6.0% |
| YTD | -9.6% | +16.5% | -26.1% | -11.8% |
| 1Y | -11.9% | +22.5% | -34.5% | -14.7% |
| 3Y | +37.8% | +144.7% | -106.8% | +21.1% |
| 5Y | -7.0% | +125.2% | -132.3% | -16.4% |
| All | -7.0% | +123.0% | -130.1% | -16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling