+213.9%
FXI vs BG
+394.4%
-180.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.4% | -6.8% | -4.0% |
| 7D | -1.0% | +2.4% | -3.3% | -1.9% |
| 30D | -3.2% | +15.0% | -18.3% | -8.2% |
| 3M | +1.7% | -0.7% | +2.3% | +1.2% |
| 6M | -1.6% | +7.5% | -9.1% | -5.3% |
| YTD | -7.9% | +41.6% | -49.5% | -20.2% |
| 1Y | -9.6% | +50.7% | -60.3% | -24.0% |
| 3Y | +40.5% | +20.3% | +20.2% | +25.6% |
| 5Y | -6.2% | +85.2% | -91.5% | -32.3% |
| 10Y | +14.2% | +160.6% | -146.5% | -35.6% |
| All | +213.9% | +394.4% | -180.5% | +41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling