-6.5%
FXI vs BG
+81.8%
-88.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.2% | +0.7% |
| 7D | -3.9% | +3.1% | -7.0% | -4.4% |
| 30D | -2.1% | +10.2% | -12.3% | -3.7% |
| 3M | -0.5% | -1.7% | +1.2% | -0.4% |
| 6M | -4.5% | +1.0% | -5.5% | -5.2% |
| YTD | -9.2% | +39.9% | -49.2% | -15.0% |
| 1Y | -13.8% | +53.2% | -67.0% | -20.7% |
| 3Y | +36.6% | +16.3% | +20.3% | +28.8% |
| All | -6.5% | +81.8% | -88.3% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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