+14.7%
FXI vs EXEL
+375.2%
-360.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.7% |
| 7D | -3.9% | -4.9% | +1.0% | -3.3% |
| 30D | -2.1% | +11.4% | -13.5% | -3.4% |
| 3M | -0.5% | +4.9% | -5.4% | -1.2% |
| 6M | -4.5% | +34.4% | -39.0% | -8.2% |
| YTD | -9.2% | +28.0% | -37.3% | -12.4% |
| 1Y | -13.8% | +43.6% | -57.4% | -18.1% |
| 3Y | +36.6% | +155.2% | -118.6% | +18.3% |
| 5Y | -6.7% | +181.2% | -187.8% | -20.9% |
| All | +14.7% | +375.2% | -360.5% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling