-4.6%
BA vs FXI
+39.4%
-44.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.4% |
| 7D | +1.2% | +1.0% | +0.1% | +0.8% |
| 30D | -11.6% | -0.6% | -11.1% | -11.5% |
| 3M | -2.4% | +1.9% | -4.3% | -3.0% |
| 6M | -6.6% | -0.2% | -6.5% | -6.6% |
| YTD | -2.2% | -5.6% | +3.3% | -0.8% |
| 1Y | -8.0% | -4.7% | -3.4% | -6.9% |
| All | -4.6% | +39.4% | -44.1% | -13.5% |
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