+16.7%
FXI vs BAH
+886.2%
-869.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.8% |
| 7D | +1.0% | -3.2% | +4.3% | +1.6% |
| 30D | -0.6% | +2.0% | -2.6% | -1.0% |
| 3M | +1.9% | -7.6% | +9.5% | +3.0% |
| 6M | -0.2% | -5.7% | +5.5% | +0.1% |
| YTD | -5.6% | -11.7% | +6.1% | -4.8% |
| 1Y | -4.7% | -27.4% | +22.7% | -0.3% |
| 3Y | +38.0% | -32.5% | +70.6% | +42.0% |
| 5Y | -2.7% | -3.3% | +0.7% | -9.8% |
| 10Y | +19.9% | +186.0% | -166.1% | -18.5% |
| All | +16.7% | +886.2% | -869.5% | -50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling