+200.3%
FXI vs BAX
+127.3%
+73.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.4% |
| 7D | -4.2% | +0.4% | -4.5% | -4.3% |
| 30D | -2.0% | +3.4% | -5.4% | -3.9% |
| 3M | -5.0% | -4.5% | -0.5% | -3.8% |
| 6M | -9.6% | +44.0% | -53.6% | -23.9% |
| YTD | -11.9% | +34.9% | -46.8% | -25.5% |
| 1Y | -16.7% | +37.9% | -54.6% | -30.4% |
| 3Y | +40.6% | -17.1% | +57.7% | +36.9% |
| 5Y | -9.1% | -64.3% | +55.2% | +32.4% |
| 10Y | +18.4% | -35.9% | +54.3% | +6.0% |
| All | +200.3% | +127.3% | +73.0% | +42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling