-11.8%
BA vs FXI
+45.0%
-56.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | 0.0% | +3.7% | -3.6% | -1.0% |
| 30D | -8.9% | +0.5% | -9.4% | -9.1% |
| 3M | -25.5% | -5.7% | -19.8% | -24.3% |
| 6M | -27.0% | -6.9% | -20.0% | -25.5% |
| YTD | -20.1% | -9.5% | -10.7% | -18.0% |
| 1Y | -11.0% | -14.0% | +3.0% | -7.3% |
| 3Y | -11.8% | +44.5% | -56.4% | -17.3% |
| All | -11.8% | +45.0% | -56.8% | -17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling