+642.7%
BX vs FXI
+16.6%
+626.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.3% | -2.5% |
| 7D | -8.9% | -2.8% | -6.1% | -7.6% |
| 30D | -14.8% | -3.7% | -11.1% | -13.2% |
| 3M | +6.9% | -0.4% | +7.3% | +6.9% |
| 6M | +16.3% | -5.4% | +21.7% | +19.2% |
| YTD | -16.1% | -9.6% | -6.5% | -12.1% |
| 1Y | -26.8% | -11.9% | -14.9% | -22.6% |
| 3Y | +22.4% | +37.8% | -15.4% | -2.1% |
| 5Y | +16.0% | -7.0% | +23.1% | +14.4% |
| All | +642.7% | +16.6% | +626.1% | +499.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling