+15.0%
FXI vs EW
+121.7%
-106.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | -2.8% | -5.1% | +2.3% | -1.6% |
| 30D | -5.3% | -6.4% | +1.0% | -3.9% |
| 3M | +0.3% | -1.6% | +1.9% | +0.5% |
| 6M | -4.6% | +2.3% | -6.9% | -5.4% |
| YTD | -9.1% | +1.1% | -10.2% | -9.8% |
| 1Y | -12.0% | +8.0% | -20.0% | -14.1% |
| 3Y | +38.6% | +16.3% | +22.3% | +27.7% |
| 5Y | -6.6% | -29.4% | +22.8% | -3.5% |
| 10Y | +15.0% | +125.6% | -110.6% | -10.7% |
| All | +15.0% | +121.7% | -106.7% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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