+20.3%
FXI vs EXR
+205.9%
-185.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.6% |
| 7D | +3.7% | +1.7% | +1.9% | +3.3% |
| 30D | +0.5% | +18.0% | -17.6% | -2.7% |
| 3M | -5.7% | +9.7% | -15.4% | -7.4% |
| 6M | -6.9% | +13.4% | -20.4% | -9.4% |
| YTD | -9.5% | +26.3% | -35.7% | -13.8% |
| 1Y | -14.0% | +27.6% | -41.6% | -18.4% |
| 3Y | +44.5% | +52.2% | -7.6% | +31.1% |
| 5Y | -2.8% | -1.1% | -1.7% | -6.2% |
| 10Y | +20.3% | +216.8% | -196.5% | -2.9% |
| All | +20.3% | +205.9% | -185.5% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 10y: compounded portfolio wealth divided by compounded EXR 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…
10y analysis · Full analysis span regression · 6 months rolling