+15.0%
FXI vs BAH
+186.6%
-171.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -2.8% | -1.3% | -1.5% | -2.6% |
| 30D | -5.3% | -6.6% | +1.3% | -4.5% |
| 3M | +0.3% | -7.2% | +7.5% | +1.1% |
| 6M | -4.6% | -10.0% | +5.4% | -3.7% |
| YTD | -9.1% | -12.5% | +3.4% | -8.3% |
| 1Y | -12.0% | -27.9% | +15.9% | -8.6% |
| 3Y | +38.6% | -31.4% | +70.0% | +40.6% |
| 5Y | -6.6% | -3.2% | -3.3% | -13.2% |
| 10Y | +15.0% | +191.5% | -176.4% | -11.9% |
| All | +15.0% | +186.6% | -171.6% | -11.9% |
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