-11.9%
FXI vs EXE
+5.1%
-17.0%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.8% | -0.6% |
| 7D | -2.8% | -2.2% | -0.6% | -2.7% |
| 30D | -3.7% | -0.8% | -2.9% | -3.6% |
| 3M | -0.4% | +10.0% | -10.4% | -0.9% |
| 6M | -5.4% | -6.3% | +0.9% | -4.8% |
| YTD | -9.6% | -10.7% | +1.1% | -8.5% |
| 1Y | -11.9% | +2.7% | -14.6% | -11.1% |
| All | -11.9% | +5.1% | -17.0% | -11.1% |
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