+156.8%
BITO vs FXI
+36.3%
+120.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -3.4% | -3.9% | +0.4% | -2.2% |
| 30D | +21.4% | -2.1% | +23.5% | +22.2% |
| 3M | +20.5% | -0.5% | +21.0% | +20.6% |
| 6M | +7.4% | -4.5% | +11.9% | +8.8% |
| YTD | -13.9% | -9.2% | -4.6% | -11.3% |
| 1Y | -35.1% | -13.8% | -21.3% | -32.2% |
| 3Y | +156.8% | +36.6% | +120.2% | +144.3% |
| All | +156.8% | +36.3% | +120.5% | +144.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling