+911.5%
BE vs FXI
-1.6%
+913.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.5% | +5.8% | +6.1% |
| 7D | +20.0% | +1.0% | +18.9% | +19.0% |
| 30D | +7.9% | -0.6% | +8.5% | +8.1% |
| 3M | -13.2% | +1.9% | -15.1% | -15.3% |
| 6M | +53.5% | -0.2% | +53.6% | +53.7% |
| YTD | +191.0% | -5.6% | +196.6% | +206.8% |
| 1Y | +360.5% | -4.7% | +365.2% | +386.7% |
| 3Y | +1,568.0% | +38.0% | +1,530.0% | +1,089.9% |
| 5Y | +1,055.2% | -2.7% | +1,057.9% | +1,080.5% |
| All | +911.5% | -1.6% | +913.1% | +1,016.2% |
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