+200.3%
FXI vs MET
+427.4%
-227.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.9% |
| 7D | -4.2% | +2.1% | -6.3% | -5.0% |
| 30D | -2.0% | +1.8% | -3.8% | -2.9% |
| 3M | -5.0% | +6.0% | -11.0% | -7.5% |
| 6M | -9.6% | +31.1% | -40.8% | -19.6% |
| YTD | -11.9% | +32.6% | -44.5% | -22.3% |
| 1Y | -16.7% | +30.5% | -47.1% | -26.0% |
| 3Y | +40.6% | +83.6% | -42.9% | +5.7% |
| 5Y | -9.1% | +84.2% | -93.3% | -33.1% |
| 10Y | +18.4% | +196.6% | -178.2% | -35.1% |
| All | +200.3% | +427.4% | -227.2% | +12.0% |
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