+208.6%
FXI vs BN
+1,949.8%
-1,741.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | 0.0% |
| 7D | +3.7% | +4.3% | -0.6% | +1.1% |
| 30D | +0.5% | +14.3% | -13.8% | -7.1% |
| 3M | -5.7% | -4.1% | -1.6% | -4.1% |
| 6M | -6.9% | -9.7% | +2.8% | -2.8% |
| YTD | -9.5% | -7.1% | -2.3% | -7.9% |
| 1Y | -14.0% | -7.4% | -6.6% | -12.7% |
| 3Y | +44.5% | +102.3% | -57.8% | -10.9% |
| 5Y | -2.8% | +35.9% | -38.7% | -27.0% |
| 10Y | +20.3% | +289.2% | -268.8% | -59.1% |
| All | +208.6% | +1,949.8% | -1,741.3% | -48.2% |
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