-7.8%
FXI vs BEN
+32.3%
-40.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.4% |
| 7D | -1.9% | +7.2% | -9.1% | -4.3% |
| 30D | -0.6% | +14.1% | -14.8% | -5.1% |
| 3M | -4.9% | +9.9% | -14.8% | -8.1% |
| 6M | -8.8% | +17.4% | -26.2% | -14.2% |
| YTD | -10.7% | +57.3% | -68.1% | -24.7% |
| 1Y | -15.2% | +66.9% | -82.2% | -30.1% |
| 3Y | +42.5% | +85.7% | -43.2% | +8.0% |
| 5Y | -7.8% | +31.2% | -39.0% | -23.3% |
| All | -7.8% | +32.3% | -40.2% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling