-5.4%
FXI vs BB
-24.3%
+19.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.7% | -2.8% |
| 7D | -1.0% | +0.5% | -1.5% | -1.1% |
| 30D | -3.2% | -12.4% | +9.1% | -1.6% |
| 3M | +1.7% | -15.3% | +17.0% | +2.8% |
| 6M | -1.6% | +128.8% | -130.3% | -17.0% |
| YTD | -7.9% | +107.7% | -115.6% | -21.1% |
| 1Y | -9.6% | +103.9% | -113.5% | -22.9% |
| 3Y | +40.5% | +72.6% | -32.1% | +16.9% |
| All | -5.4% | -24.3% | +19.0% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling