+44.0%
FXI vs BND
+74.6%
-30.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -4.2% | -1.4% | -2.8% | -4.6% |
| 30D | -1.1% | +0.6% | -1.7% | -0.9% |
| 3M | -4.0% | -1.6% | -2.4% | -4.5% |
| 6M | -11.8% | -1.5% | -10.3% | -12.3% |
| YTD | -11.9% | -1.5% | -10.5% | -12.3% |
| 1Y | -16.1% | -1.1% | -15.0% | -16.4% |
| 3Y | +38.8% | +13.6% | +25.2% | +46.1% |
| 5Y | -9.1% | -1.8% | -7.3% | -14.5% |
| 10Y | +18.4% | +17.0% | +1.4% | +36.5% |
| All | +44.0% | +74.6% | -30.6% | +167.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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