-11.9%
FXI vs EXPE
+28.4%
-40.4%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.1% | -0.6% |
| 7D | -2.8% | -8.7% | +5.9% | -2.4% |
| 30D | -3.7% | -13.6% | +10.0% | -3.1% |
| 3M | -0.4% | +26.6% | -27.1% | -1.5% |
| 6M | -5.4% | +19.9% | -25.4% | -6.3% |
| YTD | -9.6% | -1.7% | -7.9% | -9.1% |
| 1Y | -11.9% | +29.4% | -41.4% | -13.1% |
| All | -11.9% | +28.4% | -40.4% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling