+28.1%
BA vs FXI
+20.5%
+7.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.2% |
| 7D | -1.7% | +4.4% | -6.1% | -3.9% |
| 30D | -9.5% | +1.2% | -10.7% | -10.1% |
| 3M | -26.5% | -4.2% | -22.3% | -25.0% |
| 6M | -27.4% | -6.2% | -21.1% | -25.2% |
| YTD | -20.6% | -8.8% | -11.8% | -17.2% |
| 1Y | -11.4% | -11.6% | +0.2% | -6.2% |
| 3Y | -10.8% | +45.1% | -56.0% | -31.6% |
| 5Y | -21.9% | -1.2% | -20.7% | -24.9% |
| 10Y | +28.1% | +20.1% | +8.1% | +16.4% |
| All | +28.1% | +20.5% | +7.6% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 10y: compounded portfolio wealth divided by compounded FXI 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…
10y analysis · Full analysis span regression · 6 months rolling