-16.7%
FXI vs EXE
-24.1%
+7.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -4.2% | +3.6% | -7.7% | -4.1% |
| 30D | -2.0% | -4.3% | +2.3% | -2.0% |
| 3M | -5.0% | -7.7% | +2.7% | -5.0% |
| 6M | -9.6% | -7.2% | -2.4% | -9.6% |
| YTD | -11.9% | -18.5% | +6.6% | -11.3% |
| 1Y | -16.7% | -24.4% | +7.7% | -15.2% |
| All | -16.7% | -24.1% | +7.4% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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