+18.8%
BX vs FXI
-6.0%
+24.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.4% | -3.1% |
| 7D | -5.7% | -2.8% | -2.9% | -4.6% |
| 30D | -8.9% | -5.3% | -3.6% | -6.9% |
| 3M | +8.4% | +0.3% | +8.0% | +8.1% |
| 6M | +18.9% | -4.6% | +23.5% | +20.9% |
| YTD | -13.6% | -9.1% | -4.5% | -10.5% |
| 1Y | -22.4% | -12.0% | -10.5% | -18.7% |
| 3Y | +26.0% | +38.6% | -12.6% | +5.0% |
| 5Y | +18.8% | -6.6% | +25.4% | +21.7% |
| All | +18.8% | -6.0% | +24.8% | +21.7% |
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