+221.8%
FXI vs BAX
+128.1%
+93.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.1% |
| 7D | +1.0% | -1.1% | +2.2% | +1.5% |
| 30D | -0.6% | -5.5% | +4.9% | +1.7% |
| 3M | +1.9% | +33.5% | -31.6% | -10.7% |
| 6M | -0.2% | +35.9% | -36.0% | -13.9% |
| YTD | -5.6% | +35.4% | -40.9% | -19.8% |
| 1Y | -4.7% | +9.8% | -14.4% | -12.1% |
| 3Y | +38.0% | -32.7% | +70.8% | +49.5% |
| 5Y | -2.7% | -65.6% | +62.9% | +45.3% |
| 10Y | +19.9% | -34.9% | +54.8% | +6.7% |
| All | +221.8% | +128.1% | +93.7% | +53.5% |
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