+45.1%
FXI vs EW
+57.6%
-12.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.1% |
| 7D | +4.4% | +12.3% | -7.9% | +3.3% |
| 30D | +1.2% | +22.9% | -21.7% | -0.6% |
| 3M | -4.2% | +16.7% | -20.9% | -5.5% |
| 6M | -6.2% | +31.0% | -37.2% | -8.5% |
| YTD | -8.8% | +22.8% | -31.6% | -10.7% |
| 1Y | -11.6% | +25.6% | -37.2% | -13.6% |
| 3Y | +45.1% | +62.0% | -16.8% | +35.2% |
| All | +45.1% | +57.6% | -12.5% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling