-2.8%
FXI vs EXPE
+38.0%
-40.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.3% |
| 7D | +3.7% | -11.2% | +14.9% | +5.5% |
| 30D | +0.5% | -7.5% | +8.0% | +1.4% |
| 3M | -5.7% | -19.1% | +13.4% | -2.8% |
| 6M | -6.9% | +10.7% | -17.6% | -10.0% |
| YTD | -9.5% | -9.9% | +0.5% | -9.7% |
| 1Y | -14.0% | -4.6% | -9.4% | -15.5% |
| 3Y | +44.5% | +116.8% | -72.3% | +12.1% |
| 5Y | -2.8% | +38.6% | -41.4% | -20.3% |
| All | -2.8% | +38.0% | -40.8% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling