+120.7%
FXI vs XME
+175.1%
-54.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.3% |
| 7D | -4.2% | +5.3% | -9.5% | -6.8% |
| 30D | -2.0% | -8.2% | +6.2% | +1.6% |
| 3M | -5.0% | -18.4% | +13.4% | +4.0% |
| 6M | -9.6% | -22.8% | +13.2% | +0.4% |
| YTD | -11.9% | -7.9% | -4.0% | -11.7% |
| 1Y | -16.7% | -0.9% | -15.8% | -19.9% |
| 3Y | +40.6% | +96.0% | -55.3% | -8.2% |
| 5Y | -9.1% | +110.3% | -119.4% | -45.2% |
| 10Y | +18.4% | +272.8% | -254.4% | -53.9% |
| All | +120.7% | +175.1% | -54.3% | -19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling