+50.4%
FXI vs BIL
+30.4%
+20.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.8% |
| 7D | +1.0% | +0.1% | +1.0% | +1.8% |
| 30D | -0.6% | +0.3% | -0.9% | +2.4% |
| 3M | +1.9% | +0.9% | +1.0% | +11.0% |
| 6M | -0.2% | +1.8% | -2.0% | +17.7% |
| YTD | -5.6% | +2.4% | -8.0% | +17.4% |
| 1Y | -4.7% | +3.7% | -8.4% | +32.7% |
| 3Y | +38.0% | +14.2% | +23.9% | +364.6% |
| 5Y | -2.7% | +19.4% | -22.1% | +406.5% |
| 10Y | +19.9% | +25.2% | -5.3% | +928.4% |
| All | +50.4% | +30.4% | +20.0% | +1,511.6% |
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