+204.2%
FXI vs EW
+3,678.9%
-3,474.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.2% | -2.0% |
| 7D | -1.9% | +6.5% | -8.4% | -3.8% |
| 30D | -0.6% | +22.5% | -23.1% | -6.7% |
| 3M | -4.9% | +13.0% | -17.9% | -8.5% |
| 6M | -8.8% | +37.1% | -45.9% | -17.6% |
| YTD | -10.7% | +24.1% | -34.9% | -17.2% |
| 1Y | -15.2% | +24.2% | -39.5% | -21.5% |
| 3Y | +42.5% | +64.8% | -22.3% | +14.5% |
| 5Y | -7.8% | -7.4% | -0.4% | -12.4% |
| 10Y | +20.0% | +248.8% | -228.8% | -33.5% |
| All | +204.2% | +3,678.9% | -3,474.7% | -57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling