+200.3%
FXI vs BEN
+287.5%
-87.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -4.2% | +6.8% | -11.0% | -7.6% |
| 30D | -1.1% | +18.0% | -19.1% | -9.6% |
| 3M | -4.0% | +7.5% | -11.4% | -8.1% |
| 6M | -11.8% | +14.7% | -26.5% | -19.0% |
| YTD | -11.9% | +56.1% | -68.0% | -31.8% |
| 1Y | -16.1% | +69.6% | -85.7% | -38.0% |
| 3Y | +38.8% | +87.7% | -48.9% | -7.8% |
| 5Y | -9.1% | +28.6% | -37.7% | -28.4% |
| 10Y | +18.4% | +59.8% | -41.4% | -30.3% |
| All | +200.3% | +287.5% | -87.2% | +5.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling