+45.3%
FXI vs BIL
+30.8%
+14.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.6% |
| 7D | +4.4% | +0.1% | +4.3% | +5.1% |
| 30D | +1.2% | 0.0% | +1.3% | +0.9% |
| 3M | -4.2% | +0.6% | -4.8% | +1.1% |
| 6M | -6.2% | +1.5% | -7.7% | +7.4% |
| YTD | -8.8% | +2.8% | -11.6% | +16.8% |
| 1Y | -11.6% | +3.3% | -15.0% | +18.8% |
| 3Y | +45.1% | +13.4% | +31.7% | +357.9% |
| 5Y | -1.2% | +19.8% | -21.0% | +430.8% |
| 10Y | +20.1% | +25.6% | -5.6% | +962.9% |
| All | +45.3% | +30.8% | +14.5% | +1,503.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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