-1.2%
FXI vs EXR
-0.5%
-0.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | +4.4% | +2.7% | +1.7% | +3.8% |
| 30D | +1.2% | +18.9% | -17.7% | -2.6% |
| 3M | -4.2% | +8.4% | -12.5% | -5.9% |
| 6M | -6.2% | +14.3% | -20.5% | -9.2% |
| YTD | -8.8% | +27.2% | -36.0% | -14.0% |
| 1Y | -11.6% | +25.9% | -37.6% | -16.5% |
| 3Y | +45.1% | +54.6% | -9.5% | +28.7% |
| 5Y | -1.2% | -0.6% | -0.6% | -10.1% |
| All | -1.2% | -0.5% | -0.7% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling