+20.0%
FXI vs EW
+242.2%
-222.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.2% | -1.8% |
| 7D | -1.9% | +6.5% | -8.4% | -3.4% |
| 30D | -0.6% | +22.5% | -23.1% | -5.3% |
| 3M | -4.9% | +13.0% | -17.9% | -7.7% |
| 6M | -8.8% | +37.1% | -45.9% | -15.6% |
| YTD | -10.7% | +24.1% | -34.9% | -15.7% |
| 1Y | -15.2% | +24.2% | -39.5% | -20.0% |
| 3Y | +42.5% | +64.8% | -22.3% | +19.8% |
| 5Y | -7.8% | -7.4% | -0.4% | -10.6% |
| 10Y | +20.0% | +248.8% | -228.8% | -12.7% |
| All | +20.0% | +242.2% | -222.2% | -12.7% |
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