+40.5%
FXI vs BN
+79.0%
-38.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | -1.7% |
| 7D | -1.0% | -1.2% | +0.2% | -0.6% |
| 30D | -3.2% | -10.9% | +7.7% | +0.2% |
| 3M | +1.7% | -11.1% | +12.8% | +5.2% |
| 6M | -1.6% | -4.4% | +2.8% | -0.9% |
| YTD | -7.9% | -14.1% | +6.2% | -4.3% |
| 1Y | -9.6% | -11.1% | +1.4% | -7.5% |
| 3Y | +40.5% | +75.6% | -35.1% | +12.0% |
| All | +40.5% | +79.0% | -38.6% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 3y: compounded portfolio wealth divided by compounded BN 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…
3y analysis · Full analysis span regression · 6 months rolling