+14.2%
FXI vs MET
+248.0%
-233.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.9% |
| 7D | -2.8% | -2.5% | -0.3% | -2.1% |
| 30D | -3.7% | 0.0% | -3.7% | -3.7% |
| 3M | -0.4% | +13.1% | -13.5% | -4.3% |
| 6M | -5.4% | +39.0% | -44.4% | -14.8% |
| YTD | -9.6% | +25.2% | -34.8% | -16.1% |
| 1Y | -11.9% | +25.6% | -37.6% | -18.6% |
| 3Y | +37.8% | +67.1% | -29.2% | +14.2% |
| 5Y | -7.0% | +85.1% | -92.2% | -26.4% |
| All | +14.2% | +248.0% | -233.8% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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