+20.0%
FXI vs EXPE
+121.2%
-101.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -1.9% |
| 7D | -1.9% | -17.8% | +15.8% | +1.5% |
| 30D | -0.6% | -3.2% | +2.6% | -0.6% |
| 3M | -4.9% | -19.0% | +14.1% | -1.8% |
| 6M | -8.8% | +17.7% | -26.5% | -12.9% |
| YTD | -10.7% | -7.8% | -3.0% | -11.6% |
| 1Y | -15.2% | -1.4% | -13.9% | -17.4% |
| 3Y | +42.5% | +121.9% | -79.5% | +12.3% |
| 5Y | -7.8% | +44.3% | -52.1% | -23.6% |
| 10Y | +20.0% | +125.4% | -105.4% | -22.6% |
| All | +20.0% | +121.2% | -101.2% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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