+208.6%
FXI vs BB
-64.2%
+272.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.6% |
| 7D | +3.7% | +11.6% | -7.9% | +1.7% |
| 30D | +0.5% | +2.6% | -2.1% | -0.5% |
| 3M | -5.7% | +3.5% | -9.2% | -7.2% |
| 6M | -6.9% | +43.5% | -50.4% | -15.2% |
| YTD | -9.5% | +141.2% | -150.6% | -25.3% |
| 1Y | -14.0% | +97.4% | -111.4% | -26.8% |
| 3Y | +44.5% | +151.1% | -106.6% | +11.5% |
| 5Y | -2.8% | -12.8% | +10.0% | -12.7% |
| 10Y | +20.3% | +27.5% | -7.1% | -19.2% |
| All | +208.6% | -64.2% | +272.8% | +177.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling