+184.4%
FXI vs EXPE
+851.4%
-667.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +2.0% |
| 7D | +1.0% | -9.5% | +10.6% | +3.8% |
| 30D | -0.6% | -6.6% | +6.1% | +1.0% |
| 3M | +1.9% | +31.4% | -29.5% | -6.3% |
| 6M | -0.2% | +35.2% | -35.4% | -9.9% |
| YTD | -5.6% | +5.8% | -11.4% | -9.7% |
| 1Y | -4.7% | +38.7% | -43.3% | -16.4% |
| 3Y | +38.0% | +175.8% | -137.8% | -5.9% |
| 5Y | -2.7% | +111.8% | -114.5% | -32.2% |
| 10Y | +19.9% | +179.7% | -159.8% | -32.7% |
| All | +184.4% | +851.4% | -667.1% | -36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling