+44.5%
FXI vs EXPE
+126.3%
-81.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.5% |
| 7D | +3.7% | -11.2% | +14.9% | +4.8% |
| 30D | +0.5% | -7.5% | +8.0% | +1.0% |
| 3M | -5.7% | -19.1% | +13.4% | -4.0% |
| 6M | -6.9% | +10.7% | -17.6% | -8.7% |
| YTD | -9.5% | -9.9% | +0.5% | -9.3% |
| 1Y | -14.0% | -4.6% | -9.4% | -14.6% |
| 3Y | +44.5% | +116.8% | -72.3% | +15.1% |
| All | +44.5% | +126.3% | -81.7% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling