-13.8%
FXI vs BLK
-0.2%
-13.6%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | 0.0% |
| 7D | -3.9% | -3.3% | -0.6% | -3.2% |
| 30D | -2.1% | -6.5% | +4.4% | -0.7% |
| 3M | -0.5% | +6.7% | -7.2% | -2.4% |
| 6M | -4.5% | +14.7% | -19.3% | -8.5% |
| YTD | -9.2% | +2.5% | -11.8% | -10.9% |
| 1Y | -13.8% | -2.8% | -11.0% | -13.1% |
| All | -13.8% | -0.2% | -13.6% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 1y: compounded portfolio wealth divided by compounded BLK 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…
1y analysis · Full analysis span regression · 6 months rolling