+213.4%
FXI vs FE
+199.0%
+14.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.2% |
| 7D | +5.7% | 0.0% | +5.7% | +5.7% |
| 30D | +4.6% | +5.2% | -0.6% | +2.2% |
| 3M | -2.8% | 0.0% | -2.8% | -2.9% |
| 6M | -6.1% | +5.0% | -11.1% | -8.6% |
| YTD | -8.0% | +7.9% | -15.9% | -11.8% |
| 1Y | -11.3% | +6.3% | -17.7% | -14.5% |
| 3Y | +42.6% | +46.0% | -3.4% | +16.7% |
| 5Y | -0.1% | +45.6% | -45.7% | -20.6% |
| 10Y | +22.7% | +109.3% | -86.6% | -31.3% |
| All | +213.4% | +199.0% | +14.4% | +61.4% |
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