+221.8%
FXI vs MET
+402.5%
-180.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.2% | +2.2% |
| 7D | +1.0% | +1.2% | -0.1% | +0.5% |
| 30D | -0.6% | +1.4% | -2.0% | -1.3% |
| 3M | +1.9% | +17.7% | -15.8% | -4.9% |
| 6M | -0.2% | +35.0% | -35.2% | -12.1% |
| YTD | -5.6% | +26.3% | -31.9% | -14.9% |
| 1Y | -4.7% | +22.8% | -27.5% | -13.4% |
| 3Y | +38.0% | +65.9% | -27.9% | +8.2% |
| 5Y | -2.7% | +85.4% | -88.0% | -28.6% |
| 10Y | +19.9% | +253.7% | -233.8% | -39.3% |
| All | +221.8% | +402.5% | -180.7% | +22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling