-6.6%
FXI vs XME
+183.2%
-189.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | -2.8% | -0.2% | -2.6% | -2.7% |
| 30D | -5.3% | +1.4% | -6.7% | -6.0% |
| 3M | +0.3% | +2.7% | -2.4% | -1.3% |
| 6M | -4.6% | +6.5% | -11.1% | -8.0% |
| YTD | -9.1% | +15.2% | -24.3% | -15.6% |
| 1Y | -12.0% | +43.5% | -55.5% | -25.9% |
| 3Y | +38.6% | +135.9% | -97.2% | -7.2% |
| 5Y | -6.6% | +181.5% | -188.0% | -43.2% |
| All | -6.6% | +183.2% | -189.8% | -43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling