+14.7%
FXI vs BIDU
-48.7%
+63.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | 0.0% |
| 7D | -3.9% | -8.1% | +4.2% | -0.5% |
| 30D | -2.1% | -12.8% | +10.7% | +3.0% |
| 3M | -0.5% | -21.3% | +20.8% | +8.9% |
| 6M | -4.5% | -27.0% | +22.4% | +6.4% |
| YTD | -9.2% | -30.0% | +20.8% | +2.1% |
| 1Y | -13.8% | -18.3% | +4.5% | -11.2% |
| 3Y | +36.6% | -33.8% | +70.4% | +49.9% |
| 5Y | -6.7% | -44.3% | +37.6% | +1.8% |
| All | +14.7% | -48.7% | +63.3% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 10y: compounded portfolio wealth divided by compounded BIDU 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…
10y analysis · Full analysis span regression · 6 months rolling