+507.6%
BA vs FXI
+221.5%
+286.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.1% |
| 7D | +1.2% | +1.0% | +0.1% | +0.7% |
| 30D | -11.6% | -0.6% | -11.1% | -11.4% |
| 3M | -2.4% | +1.9% | -4.3% | -3.4% |
| 6M | -6.6% | -0.2% | -6.5% | -6.7% |
| YTD | -2.2% | -5.6% | +3.3% | 0.0% |
| 1Y | -8.0% | -4.7% | -3.4% | -6.5% |
| 3Y | -5.0% | +38.0% | -43.0% | -21.2% |
| 5Y | -2.7% | -2.7% | 0.0% | -8.4% |
| 10Y | +75.9% | +19.9% | +56.0% | +53.3% |
| All | +507.6% | +221.5% | +286.0% | +220.8% |
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 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