+15.0%
FXI vs EXPE
+153.6%
-138.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | -2.8% | -11.5% | +8.7% | -0.5% |
| 30D | -5.3% | -13.1% | +7.7% | -2.9% |
| 3M | +0.3% | +18.1% | -17.8% | -3.5% |
| 6M | -4.6% | +13.3% | -17.8% | -7.9% |
| YTD | -9.1% | -3.2% | -5.9% | -10.2% |
| 1Y | -12.0% | +26.1% | -38.1% | -18.4% |
| 3Y | +38.6% | +151.7% | -113.1% | +6.6% |
| 5Y | -6.6% | +88.3% | -94.9% | -26.6% |
| 10Y | +15.0% | +158.0% | -143.0% | -26.9% |
| All | +15.0% | +153.6% | -138.6% | -26.9% |
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