+36.8%
FXI vs BEN
+53.1%
-16.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.9% |
| 7D | -2.8% | +3.4% | -6.1% | -3.6% |
| 30D | -5.3% | +1.8% | -7.1% | -5.8% |
| 3M | +0.3% | +8.4% | -8.0% | -1.9% |
| 6M | -4.6% | +35.6% | -40.2% | -12.3% |
| YTD | -9.1% | +46.4% | -55.5% | -18.4% |
| 1Y | -12.0% | +46.3% | -58.3% | -21.1% |
| All | +36.8% | +53.1% | -16.3% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling