+19.2%
FXI vs BAH
+198.8%
-179.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -4.2% | +1.7% | -5.9% | -4.4% |
| 30D | -1.1% | +20.8% | -21.9% | -3.7% |
| 3M | -4.0% | +11.6% | -15.5% | -5.6% |
| 6M | -11.8% | +23.1% | -34.9% | -14.8% |
| YTD | -11.9% | +5.3% | -17.2% | -13.5% |
| 1Y | -16.1% | +6.1% | -22.3% | -17.9% |
| 3Y | +38.8% | -27.5% | +66.3% | +40.9% |
| 5Y | -9.1% | +6.2% | -15.3% | -16.1% |
| All | +19.2% | +198.8% | -179.6% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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