+91.7%
BKNG vs FXI
-6.8%
+98.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -10.7% | -2.8% | -7.9% | -9.8% |
| 30D | -18.1% | -3.7% | -14.4% | -17.1% |
| 3M | +8.5% | -0.4% | +8.9% | +8.6% |
| 6M | -0.1% | -5.4% | +5.4% | +1.5% |
| YTD | -18.2% | -9.6% | -8.6% | -15.9% |
| 1Y | -19.9% | -11.9% | -7.9% | -17.1% |
| 3Y | +41.6% | +37.8% | +3.8% | +23.0% |
| All | +91.7% | -6.8% | +98.5% | +84.9% |
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