-6.6%
FXI vs EXE
+100.7%
-107.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.0% |
| 7D | -2.8% | -2.7% | -0.1% | -2.4% |
| 30D | -5.3% | -0.4% | -4.9% | -5.3% |
| 3M | +0.3% | +9.5% | -9.1% | -1.3% |
| 6M | -4.6% | -9.3% | +4.8% | -3.3% |
| YTD | -9.1% | -10.9% | +1.8% | -7.8% |
| 1Y | -12.0% | +4.3% | -16.3% | -13.4% |
| 3Y | +38.6% | +18.8% | +19.8% | +31.2% |
| 5Y | -6.6% | +101.4% | -108.0% | -18.4% |
| All | -6.6% | +100.7% | -107.3% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling