+391.8%
BAC vs FXI
+14.7%
+377.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.4% |
| 7D | +1.2% | -1.0% | +2.1% | +1.5% |
| 30D | -0.7% | -3.2% | +2.5% | +0.4% |
| 3M | +16.9% | +1.7% | +15.2% | +15.9% |
| 6M | +29.6% | -1.6% | +31.1% | +29.8% |
| YTD | +15.3% | -7.9% | +23.2% | +18.3% |
| 1Y | +28.8% | -9.6% | +38.5% | +32.9% |
| 3Y | +136.4% | +40.5% | +95.9% | +95.9% |
| 5Y | +72.9% | -6.2% | +79.1% | +72.3% |
| 10Y | +391.8% | +14.2% | +377.6% | +327.4% |
| All | +391.8% | +14.7% | +377.1% | +327.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling