+14.2%
FXI vs FE
+113.1%
-99.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.3% |
| 7D | -1.0% | +0.6% | -1.6% | -1.1% |
| 30D | -3.2% | -2.1% | -1.1% | -2.9% |
| 3M | +1.7% | +2.6% | -0.9% | +1.1% |
| 6M | -1.6% | -6.8% | +5.2% | -0.5% |
| YTD | -7.9% | +6.9% | -14.8% | -9.2% |
| 1Y | -9.6% | +11.6% | -21.2% | -11.6% |
| 3Y | +40.5% | +47.7% | -7.3% | +29.8% |
| 5Y | -6.2% | +46.2% | -52.4% | -14.1% |
| 10Y | +14.2% | +109.2% | -95.0% | +1.2% |
| All | +14.2% | +113.1% | -99.0% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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