+25.1%
BX vs FXI
+36.5%
-11.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.4% | -3.3% |
| 7D | -5.7% | -2.8% | -2.9% | -4.9% |
| 30D | -8.9% | -5.3% | -3.6% | -7.5% |
| 3M | +8.4% | +0.3% | +8.0% | +8.1% |
| 6M | +18.9% | -4.6% | +23.5% | +20.4% |
| YTD | -13.6% | -9.1% | -4.5% | -11.4% |
| 1Y | -22.4% | -12.0% | -10.5% | -19.8% |
| All | +25.1% | +36.5% | -11.4% | +17.1% |
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 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