+14.7%
FXI vs BDX
+59.3%
-44.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | -3.9% | -3.2% | -0.7% | -3.1% |
| 30D | -2.1% | -2.5% | +0.4% | -1.5% |
| 3M | -0.5% | +21.4% | -21.9% | -5.8% |
| 6M | -4.5% | +10.4% | -14.9% | -7.4% |
| YTD | -9.2% | +18.8% | -28.1% | -13.9% |
| 1Y | -13.8% | +21.7% | -35.5% | -18.9% |
| 3Y | +36.6% | -10.0% | +46.5% | +38.1% |
| 5Y | -6.7% | -1.8% | -4.9% | -9.4% |
| All | +14.7% | +59.3% | -44.6% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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