+200.3%
FXI vs BBWI
+234.7%
-34.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.4% |
| 7D | -4.2% | +0.1% | -4.3% | -4.3% |
| 30D | -1.1% | +12.9% | -14.0% | -4.3% |
| 3M | -4.0% | +16.0% | -20.0% | -8.3% |
| 6M | -11.8% | +16.6% | -28.5% | -17.0% |
| YTD | -11.9% | +9.7% | -21.6% | -17.2% |
| 1Y | -16.1% | +1.5% | -17.6% | -20.7% |
| 3Y | +38.8% | -21.4% | +60.1% | +31.6% |
| 5Y | -9.1% | -67.6% | +58.5% | +3.9% |
| 10Y | +18.4% | -46.8% | +65.2% | -2.2% |
| All | +200.3% | +234.7% | -34.5% | -21.5% |
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