+221.8%
FXI vs BN
+1,845.7%
-1,623.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.7% |
| 7D | +1.0% | -2.5% | +3.5% | +2.4% |
| 30D | -0.6% | -9.5% | +8.9% | +4.9% |
| 3M | +1.9% | -10.4% | +12.3% | +7.8% |
| 6M | -0.2% | -6.4% | +6.2% | +2.2% |
| YTD | -5.6% | -11.9% | +6.3% | -0.7% |
| 1Y | -4.7% | -8.6% | +3.9% | -2.3% |
| 3Y | +38.0% | +77.6% | -39.5% | -8.5% |
| 5Y | -2.7% | +37.0% | -39.7% | -27.3% |
| 10Y | +19.9% | +266.4% | -246.5% | -57.6% |
| All | +221.8% | +1,845.7% | -1,623.9% | -44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling