+221.8%
FXI vs EXPD
+798.3%
-576.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.1% |
| 7D | +1.0% | -1.1% | +2.2% | +1.6% |
| 30D | -0.6% | +4.1% | -4.6% | -2.7% |
| 3M | +1.9% | +17.9% | -16.0% | -7.0% |
| 6M | -0.2% | +29.2% | -29.4% | -13.7% |
| YTD | -5.6% | +27.4% | -32.9% | -18.8% |
| 1Y | -4.7% | +56.8% | -61.5% | -27.2% |
| 3Y | +38.0% | +68.0% | -30.0% | -1.1% |
| 5Y | -2.7% | +61.9% | -64.5% | -31.5% |
| 10Y | +19.9% | +316.0% | -296.1% | -53.9% |
| All | +221.8% | +798.3% | -576.5% | -16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling