-13.8%
FXI vs BNS
+49.3%
-63.1%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | +0.3% |
| 7D | -3.9% | -0.4% | -3.5% | -3.8% |
| 30D | -2.1% | +3.5% | -5.6% | -2.9% |
| 3M | -0.5% | +14.1% | -14.5% | -5.2% |
| 6M | -4.5% | +33.8% | -38.3% | -15.7% |
| YTD | -9.2% | +29.5% | -38.7% | -18.7% |
| 1Y | -13.8% | +48.4% | -62.2% | -27.0% |
| All | -13.8% | +49.3% | -63.1% | -27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling