+209.9%
FXI vs BNS
+716.7%
-506.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.7% |
| 7D | -2.8% | -1.3% | -1.5% | -2.0% |
| 30D | -5.3% | +4.0% | -9.3% | -8.3% |
| 3M | +0.3% | +13.8% | -13.4% | -9.0% |
| 6M | -4.6% | +32.7% | -37.3% | -22.4% |
| YTD | -9.1% | +27.6% | -36.7% | -24.1% |
| 1Y | -12.0% | +47.4% | -59.4% | -33.7% |
| 3Y | +38.6% | +129.0% | -90.3% | -24.3% |
| 5Y | -6.6% | +92.7% | -99.3% | -43.1% |
| 10Y | +15.0% | +182.1% | -167.1% | -50.4% |
| All | +209.9% | +716.7% | -506.8% | -21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling