+221.8%
FXI vs ETR
+705.5%
-483.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.8% |
| 7D | +1.0% | +1.4% | -0.4% | +0.3% |
| 30D | -0.6% | +1.0% | -1.5% | -1.1% |
| 3M | +1.9% | -1.3% | +3.2% | +2.1% |
| 6M | -0.2% | +1.9% | -2.1% | -2.1% |
| YTD | -5.6% | +18.2% | -23.7% | -14.3% |
| 1Y | -4.7% | +24.7% | -29.3% | -16.0% |
| 3Y | +38.0% | +150.7% | -112.7% | -18.9% |
| 5Y | -2.7% | +127.0% | -129.7% | -41.8% |
| 10Y | +19.9% | +295.5% | -275.5% | -57.1% |
| All | +221.8% | +705.5% | -483.8% | -18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling