-1.2%
FXI vs BAH
+9.2%
-10.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -0.9% |
| 7D | +4.4% | -1.5% | +5.9% | +4.5% |
| 30D | +1.2% | +17.3% | -16.0% | +0.1% |
| 3M | -4.2% | +14.9% | -19.0% | -5.2% |
| 6M | -6.2% | +14.2% | -20.5% | -7.3% |
| YTD | -8.8% | +5.1% | -13.9% | -9.6% |
| 1Y | -11.6% | +2.1% | -13.7% | -12.2% |
| 3Y | +45.1% | -26.0% | +71.1% | +45.3% |
| 5Y | -1.2% | +9.0% | -10.2% | -6.4% |
| All | -1.2% | +9.2% | -10.4% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling