-20.4%
BA vs FXI
-6.5%
-13.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.2% |
| 7D | -1.4% | -1.9% | +0.5% | -0.7% |
| 30D | -7.9% | -0.6% | -7.3% | -7.7% |
| 3M | -25.2% | -4.9% | -20.3% | -23.9% |
| 6M | -26.7% | -8.8% | -17.9% | -24.4% |
| YTD | -19.6% | -10.7% | -8.9% | -16.5% |
| 1Y | -10.6% | -15.2% | +4.7% | -5.5% |
| 3Y | -11.2% | +42.5% | -53.7% | -24.5% |
| 5Y | -20.4% | -7.8% | -12.6% | -7.8% |
| All | -20.4% | -6.5% | -13.9% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling