+19.2%
FXI vs EW
+254.3%
-235.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.3% |
| 7D | -4.2% | +4.9% | -9.1% | -5.3% |
| 30D | -1.1% | +23.9% | -25.1% | -6.0% |
| 3M | -4.0% | +15.8% | -19.7% | -7.3% |
| 6M | -11.8% | +31.7% | -43.5% | -17.6% |
| YTD | -11.9% | +25.7% | -37.6% | -17.0% |
| 1Y | -16.1% | +24.4% | -40.6% | -20.9% |
| 3Y | +38.8% | +65.9% | -27.1% | +16.6% |
| 5Y | -9.1% | -7.6% | -1.4% | -11.7% |
| All | +19.2% | +254.3% | -235.2% | -13.1% |
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