-6.6%
FXI vs BAX
-67.6%
+61.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.0% |
| 7D | -2.8% | -5.1% | +2.3% | -2.0% |
| 30D | -5.3% | -12.2% | +6.9% | -3.5% |
| 3M | +0.3% | +21.8% | -21.5% | -2.9% |
| 6M | -4.6% | +36.3% | -40.9% | -9.5% |
| YTD | -9.1% | +27.8% | -36.9% | -13.4% |
| 1Y | -12.0% | -0.1% | -11.9% | -13.0% |
| 3Y | +38.6% | -33.3% | +72.0% | +43.4% |
| 5Y | -6.6% | -67.1% | +60.5% | +9.3% |
| All | -6.6% | -67.6% | +61.0% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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