+204.2%
FXI vs BBWI
+239.9%
-35.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -1.9% | -7.7% | +5.8% | -0.1% |
| 30D | -0.6% | +24.8% | -25.4% | -6.2% |
| 3M | -4.9% | +16.2% | -21.1% | -9.2% |
| 6M | -8.8% | +15.8% | -24.6% | -14.0% |
| YTD | -10.7% | +11.4% | -22.2% | -16.4% |
| 1Y | -15.2% | +3.2% | -18.4% | -20.2% |
| 3Y | +42.5% | -23.5% | +66.0% | +36.2% |
| 5Y | -7.8% | -67.4% | +59.6% | +5.3% |
| 10Y | +20.0% | -46.0% | +66.0% | -1.3% |
| All | +204.2% | +239.9% | -35.7% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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