-3.9%
FXI vs EXPE
+105.7%
-109.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.8% |
| 7D | +1.0% | -9.5% | +10.6% | +2.8% |
| 30D | -0.6% | -6.6% | +6.1% | +0.5% |
| 3M | +1.9% | +31.4% | -29.5% | -3.5% |
| 6M | -0.2% | +35.2% | -35.4% | -6.6% |
| YTD | -5.6% | +5.8% | -11.4% | -7.9% |
| 1Y | -4.7% | +38.7% | -43.3% | -12.6% |
| 3Y | +38.0% | +175.8% | -137.8% | +4.2% |
| All | -3.9% | +105.7% | -109.6% | -22.2% |
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