-6.6%
FXI vs EW
-29.9%
+23.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | -2.8% | -5.1% | +2.3% | -1.8% |
| 30D | -5.3% | -6.4% | +1.0% | -4.1% |
| 3M | +0.3% | -1.6% | +1.9% | +0.5% |
| 6M | -4.6% | +2.3% | -6.9% | -5.3% |
| YTD | -9.1% | +1.1% | -10.2% | -9.7% |
| 1Y | -12.0% | +8.0% | -20.0% | -13.8% |
| 3Y | +38.6% | +16.3% | +22.3% | +28.1% |
| 5Y | -6.6% | -29.4% | +22.8% | -3.8% |
| All | -6.6% | -29.9% | +23.3% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling