+19.2%
FXI vs BB
+21.8%
-2.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.3% |
| 7D | -4.2% | +1.8% | -6.0% | -4.5% |
| 30D | -1.1% | +8.1% | -9.3% | -2.5% |
| 3M | -4.0% | -1.0% | -3.0% | -4.6% |
| 6M | -11.8% | +45.9% | -57.7% | -18.0% |
| YTD | -11.9% | +134.8% | -146.7% | -23.7% |
| 1Y | -16.1% | +104.6% | -120.7% | -26.2% |
| 3Y | +38.8% | +152.8% | -114.0% | +13.6% |
| 5Y | -9.1% | -17.4% | +8.4% | -16.5% |
| All | +19.2% | +21.8% | -2.6% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling