+128.1%
BAC vs FXI
+221.5%
-93.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -1.0% |
| 7D | +1.1% | +1.0% | 0.0% | +0.4% |
| 30D | -0.4% | -0.6% | +0.2% | -0.1% |
| 3M | +16.9% | +1.9% | +15.0% | +15.0% |
| 6M | +26.6% | -0.2% | +26.8% | +25.7% |
| YTD | +15.8% | -5.6% | +21.4% | +18.8% |
| 1Y | +27.2% | -4.7% | +31.8% | +29.2% |
| 3Y | +132.4% | +38.0% | +94.4% | +71.1% |
| 5Y | +72.6% | -2.7% | +75.2% | +47.3% |
| 10Y | +389.7% | +19.9% | +369.8% | +240.5% |
| All | +128.1% | +221.5% | -93.4% | +11.2% |
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