+393.8%
BA vs FXI
+213.1%
+180.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.6% | -3.0% |
| 7D | -0.1% | +6.9% | -7.0% | -3.0% |
| 30D | -9.1% | +3.5% | -12.6% | -10.5% |
| 3M | -28.2% | -3.2% | -25.0% | -27.3% |
| 6M | -23.1% | -3.5% | -19.6% | -22.2% |
| YTD | -20.6% | -8.1% | -12.5% | -17.9% |
| 1Y | -12.7% | -10.5% | -2.2% | -8.7% |
| 3Y | -11.6% | +43.0% | -54.6% | -27.9% |
| 5Y | -23.1% | -0.1% | -23.1% | -28.5% |
| 10Y | +34.4% | +22.7% | +11.7% | +16.0% |
| All | +393.8% | +213.1% | +180.7% | +163.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling