+71.4%
BAC vs FXI
-4.2%
+75.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.4% |
| 7D | +1.1% | +1.0% | 0.0% | +0.9% |
| 30D | -0.4% | -0.6% | +0.2% | -0.3% |
| 3M | +16.9% | +1.9% | +15.0% | +16.3% |
| 6M | +26.6% | -0.2% | +26.8% | +26.4% |
| YTD | +15.8% | -5.6% | +21.4% | +16.9% |
| 1Y | +27.2% | -4.7% | +31.8% | +28.1% |
| 3Y | +132.4% | +38.0% | +94.4% | +111.9% |
| All | +71.4% | -4.2% | +75.7% | +79.9% |
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