+23.4%
BA vs FXI
+19.2%
+4.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.0% |
| 7D | -0.6% | -4.2% | +3.6% | +1.7% |
| 30D | -8.0% | -2.0% | -6.0% | -7.1% |
| 3M | -25.8% | -5.0% | -20.8% | -24.0% |
| 6M | -27.6% | -9.6% | -17.9% | -24.0% |
| YTD | -21.0% | -11.9% | -9.1% | -16.1% |
| 1Y | -12.3% | -16.7% | +4.4% | -4.2% |
| 3Y | -12.8% | +40.6% | -53.4% | -32.0% |
| 5Y | -22.4% | -9.1% | -13.3% | -20.9% |
| All | +23.4% | +19.2% | +4.1% | +12.6% |
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