+38.8%
FXI vs FE
+50.7%
-11.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -4.2% | +1.2% | -5.4% | -4.3% |
| 30D | -1.1% | +4.5% | -5.7% | -1.6% |
| 3M | -4.0% | +1.3% | -5.3% | -4.1% |
| 6M | -11.8% | +8.7% | -20.5% | -12.9% |
| YTD | -11.9% | +9.2% | -21.1% | -13.1% |
| 1Y | -16.1% | +7.0% | -23.1% | -17.0% |
| 3Y | +38.8% | +51.4% | -12.6% | +22.5% |
| All | +38.8% | +50.7% | -11.9% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling