-23.2%
FXI vs EXE
+191.4%
-214.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.7% |
| 7D | +1.0% | -0.3% | +1.3% | +1.1% |
| 30D | -0.6% | +8.5% | -9.0% | -1.9% |
| 3M | +1.9% | +5.5% | -3.5% | +0.9% |
| 6M | -0.2% | -5.9% | +5.7% | +0.5% |
| YTD | -5.6% | -9.7% | +4.1% | -4.5% |
| 1Y | -4.7% | +3.6% | -8.2% | -6.1% |
| 3Y | +38.0% | +18.0% | +20.0% | +31.1% |
| 5Y | -2.7% | +109.4% | -112.1% | -15.3% |
| All | -23.2% | +191.4% | -214.5% | -37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling