-9.1%
BITO vs FXI
-7.2%
-1.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -0.8% |
| 7D | +1.5% | -1.0% | +2.5% | +1.9% |
| 30D | +20.0% | -3.2% | +23.3% | +21.6% |
| 3M | +22.8% | +1.7% | +21.1% | +21.8% |
| 6M | +13.1% | -1.6% | +14.6% | +13.6% |
| YTD | -12.5% | -7.9% | -4.6% | -9.5% |
| 1Y | -32.6% | -9.6% | -22.9% | -29.7% |
| 3Y | +151.0% | +40.5% | +110.6% | +110.4% |
| All | -9.1% | -7.2% | -1.9% | -7.1% |
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