-18.0%
FXI vs BBAI
-71.3%
+53.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | +0.4% |
| 7D | -3.9% | -1.7% | -2.2% | -3.9% |
| 30D | -2.1% | -12.0% | +9.9% | -1.9% |
| 3M | -0.5% | -30.7% | +30.2% | 0.0% |
| 6M | -4.5% | -30.7% | +26.1% | -4.2% |
| YTD | -9.2% | -46.9% | +37.6% | -8.7% |
| 1Y | -13.8% | -41.1% | +27.3% | -13.5% |
| 3Y | +36.6% | +65.9% | -29.3% | +34.6% |
| 5Y | -6.7% | -70.9% | +64.2% | -6.5% |
| All | -18.0% | -71.3% | +53.3% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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