+1,251.0%
BE vs FXI
-7.1%
+1,258.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.5% | +12.1% | +11.3% |
| 7D | +29.8% | -1.0% | +30.7% | +30.4% |
| 30D | +26.4% | -3.2% | +29.6% | +28.8% |
| 3M | +9.3% | +1.7% | +7.6% | +6.9% |
| 6M | +105.1% | -1.6% | +106.6% | +107.3% |
| YTD | +219.0% | -7.9% | +227.0% | +238.6% |
| 1Y | +418.8% | -9.6% | +428.4% | +462.3% |
| 3Y | +1,784.6% | +40.5% | +1,744.1% | +1,339.9% |
| 5Y | +1,251.0% | -6.2% | +1,257.2% | +1,628.0% |
| All | +1,251.0% | -7.1% | +1,258.1% | +1,628.0% |
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