-15.2%
FXI vs EW
+25.3%
-40.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.2% | -1.7% |
| 7D | -1.9% | +6.5% | -8.4% | -2.9% |
| 30D | -0.6% | +22.5% | -23.1% | -3.4% |
| 3M | -4.9% | +13.0% | -17.9% | -6.6% |
| 6M | -8.8% | +37.1% | -45.9% | -13.2% |
| YTD | -10.7% | +24.1% | -34.9% | -14.2% |
| 1Y | -15.2% | +24.2% | -39.5% | -18.5% |
| All | -15.2% | +25.3% | -40.6% | -18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling