-11.4%
FXI vs BEN
+45.6%
-57.0%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.0% |
| 7D | -2.8% | +3.4% | -6.1% | -3.4% |
| 30D | -5.3% | +1.8% | -7.1% | -5.7% |
| 3M | +0.3% | +8.4% | -8.0% | -1.6% |
| 6M | -4.6% | +35.6% | -40.2% | -11.6% |
| YTD | -9.1% | +46.4% | -55.5% | -17.8% |
| All | -11.4% | +45.6% | -57.0% | -20.6% |
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