-16.1%
FXI vs BEN
+65.1%
-81.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -4.2% | +6.8% | -11.0% | -5.2% |
| 30D | -1.1% | +18.0% | -19.1% | -4.0% |
| 3M | -4.0% | +7.5% | -11.4% | -5.3% |
| 6M | -11.8% | +14.7% | -26.5% | -14.3% |
| YTD | -11.9% | +56.1% | -68.0% | -20.0% |
| 1Y | -16.1% | +69.6% | -85.7% | -25.6% |
| All | -16.1% | +65.1% | -81.2% | -25.6% |
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