-5.4%
FXI vs BEN
+42.1%
-47.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.2% | -2.4% |
| 7D | -1.0% | +4.7% | -5.6% | -2.4% |
| 30D | -3.2% | +2.6% | -5.8% | -4.1% |
| 3M | +1.7% | +11.5% | -9.8% | -2.2% |
| 6M | -1.6% | +35.3% | -36.9% | -11.5% |
| YTD | -7.9% | +48.6% | -56.5% | -20.1% |
| 1Y | -9.6% | +46.7% | -56.3% | -21.4% |
| 3Y | +40.5% | +57.0% | -16.6% | +15.4% |
| All | -5.4% | +42.1% | -47.5% | -22.8% |
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