+40.6%
FXI vs EXE
+20.3%
+20.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.5% |
| 7D | -1.9% | +1.5% | -3.4% | -2.2% |
| 30D | -0.6% | -0.2% | -0.4% | -0.7% |
| 3M | -4.9% | -9.2% | +4.4% | -3.6% |
| 6M | -8.8% | -7.2% | -1.6% | -8.0% |
| YTD | -10.7% | -18.3% | +7.5% | -8.1% |
| 1Y | -15.2% | -23.6% | +8.4% | -11.5% |
| All | +40.6% | +20.3% | +20.3% | +23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling