+221.8%
FXI vs FE
+198.2%
+23.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.8% |
| 7D | +1.0% | +1.9% | -0.9% | +0.2% |
| 30D | -0.6% | -1.2% | +0.6% | -0.1% |
| 3M | +1.9% | +3.5% | -1.6% | 0.0% |
| 6M | -0.2% | -6.1% | +5.9% | +2.1% |
| YTD | -5.6% | +7.6% | -13.2% | -9.3% |
| 1Y | -4.7% | +11.9% | -16.6% | -10.2% |
| 3Y | +38.0% | +48.4% | -10.4% | +12.0% |
| 5Y | -2.7% | +44.8% | -47.5% | -22.5% |
| 10Y | +19.9% | +115.9% | -96.0% | -34.4% |
| All | +221.8% | +198.2% | +23.6% | +66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling