-26.4%
BA vs FXI
-9.2%
-17.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.1% | -4.2% | +3.1% | +0.4% |
| 30D | -7.1% | -1.1% | -6.0% | -6.8% |
| 3M | -25.5% | -4.0% | -21.6% | -24.5% |
| 6M | -28.7% | -11.8% | -16.9% | -25.6% |
| YTD | -21.0% | -11.9% | -9.1% | -17.6% |
| 1Y | -11.9% | -16.1% | +4.3% | -6.5% |
| 3Y | -16.2% | +38.8% | -54.9% | -28.0% |
| All | -26.4% | -9.2% | -17.3% | -13.9% |
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