+20.1%
FXI vs EXPD
+334.2%
-314.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -1.7% |
| 7D | +4.4% | -5.5% | +9.8% | +6.1% |
| 30D | +1.2% | -1.9% | +3.1% | +1.7% |
| 3M | -4.2% | +6.1% | -10.3% | -6.4% |
| 6M | -6.2% | +21.6% | -27.8% | -13.0% |
| YTD | -8.8% | +27.9% | -36.7% | -17.8% |
| 1Y | -11.6% | +39.4% | -51.0% | -22.9% |
| 3Y | +45.1% | +72.7% | -27.5% | +14.2% |
| 5Y | -1.2% | +60.3% | -61.5% | -21.6% |
| 10Y | +20.1% | +332.6% | -312.5% | -35.5% |
| All | +20.1% | +334.2% | -314.1% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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