+14.7%
FXI vs BNS
+188.9%
-174.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | +0.1% |
| 7D | -3.9% | -0.4% | -3.5% | -3.7% |
| 30D | -2.1% | +3.5% | -5.6% | -4.1% |
| 3M | -0.5% | +14.1% | -14.5% | -7.6% |
| 6M | -4.5% | +33.8% | -38.3% | -18.7% |
| YTD | -9.2% | +29.5% | -38.7% | -21.5% |
| 1Y | -13.8% | +48.4% | -62.2% | -30.7% |
| 3Y | +36.6% | +129.6% | -93.0% | -13.8% |
| 5Y | -6.7% | +96.1% | -102.7% | -36.3% |
| All | +14.7% | +188.9% | -174.2% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 10y: compounded portfolio wealth divided by compounded BNS 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…
10y analysis · Full analysis span regression · 6 months rolling