+84.0%
BAC vs FXI
+210.6%
-126.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.8% |
| 7D | +2.0% | +4.4% | -2.4% | -0.8% |
| 30D | -6.9% | +1.2% | -8.2% | -7.7% |
| 3M | -19.6% | -4.2% | -15.4% | -17.7% |
| 6M | -0.5% | -6.2% | +5.8% | +2.8% |
| YTD | -6.6% | -8.8% | +2.2% | -2.3% |
| 1Y | -3.0% | -11.6% | +8.7% | +3.5% |
| 3Y | +97.3% | +45.1% | +52.2% | +40.2% |
| 5Y | +21.9% | -1.2% | +23.1% | +2.7% |
| 10Y | +251.7% | +20.1% | +231.6% | +143.5% |
| All | +84.0% | +210.6% | -126.7% | -8.6% |
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