+200.3%
FXI vs EXEL
+692.2%
-491.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | -4.2% | -0.8% | -3.4% | -4.1% |
| 30D | -1.1% | +13.1% | -14.3% | -3.3% |
| 3M | -4.0% | +36.3% | -40.3% | -9.1% |
| 6M | -11.8% | +34.5% | -46.4% | -16.6% |
| YTD | -11.9% | +57.4% | -69.3% | -19.2% |
| 1Y | -16.1% | +62.9% | -79.0% | -23.6% |
| 3Y | +38.8% | +229.5% | -190.7% | +8.9% |
| 5Y | -9.1% | +281.2% | -290.3% | -31.4% |
| 10Y | +18.4% | +320.7% | -302.3% | -20.6% |
| All | +200.3% | +692.2% | -491.9% | +6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling