+851.5%
BX vs FXI
+20.3%
+831.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +0.6% | -4.2% | +4.8% | +3.1% |
| 30D | +14.2% | -1.1% | +15.4% | +14.9% |
| 3M | -18.7% | -4.0% | -14.8% | -16.9% |
| 6M | +2.5% | -11.8% | +14.3% | +9.7% |
| YTD | -18.8% | -11.9% | -6.9% | -13.2% |
| 1Y | -10.3% | -16.1% | +5.8% | -1.5% |
| 3Y | +35.4% | +38.8% | -3.4% | +4.3% |
| 5Y | +0.3% | -9.1% | +9.3% | -3.9% |
| 10Y | +668.4% | +18.4% | +649.9% | +505.1% |
| All | +851.5% | +20.3% | +831.3% | +478.4% |
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