-11.9%
FXI vs XME
+37.7%
-49.6%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | +0.2% |
| 7D | -2.8% | -3.0% | +0.2% | -2.2% |
| 30D | -3.7% | -2.6% | -1.1% | -3.3% |
| 3M | -0.4% | +2.2% | -2.6% | -1.0% |
| 6M | -5.4% | +0.7% | -6.1% | -5.9% |
| YTD | -9.6% | +10.9% | -20.5% | -12.4% |
| 1Y | -11.9% | +35.7% | -47.6% | -16.5% |
| All | -11.9% | +37.7% | -49.6% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling