+200.3%
FXI vs BAX
+127.9%
+72.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -4.2% | +0.1% | -4.3% | -4.3% |
| 30D | -1.1% | +4.1% | -5.2% | -3.2% |
| 3M | -4.0% | -4.5% | +0.6% | -2.8% |
| 6M | -11.8% | +49.2% | -61.1% | -26.8% |
| YTD | -11.9% | +35.2% | -47.2% | -25.6% |
| 1Y | -16.1% | +38.3% | -54.4% | -30.0% |
| 3Y | +38.8% | -19.0% | +57.8% | +36.9% |
| 5Y | -9.1% | -64.2% | +55.1% | +32.2% |
| 10Y | +18.4% | -35.7% | +54.1% | +5.9% |
| All | +200.3% | +127.9% | +72.3% | +42.4% |
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