-10.5%
FXI vs BEN
+56.2%
-66.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.7% | -0.4% | +3.3% |
| 7D | +6.6% | +6.7% | -0.2% | +5.3% |
| 30D | +2.2% | +3.0% | -0.8% | +1.5% |
| 3M | -4.7% | -4.3% | -0.4% | -4.1% |
| 6M | -4.7% | +16.4% | -21.0% | -7.7% |
| YTD | -9.0% | +46.8% | -55.8% | -16.7% |
| 1Y | -10.5% | +57.3% | -67.9% | -19.6% |
| All | -10.5% | +56.2% | -66.8% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling