+14.7%
FXI vs BNY
+416.3%
-401.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -3.9% | -1.3% | -2.6% | -3.4% |
| 30D | -2.1% | -0.2% | -1.9% | -2.1% |
| 3M | -0.5% | +14.9% | -15.4% | -5.3% |
| 6M | -4.5% | +40.0% | -44.5% | -15.2% |
| YTD | -9.2% | +42.0% | -51.2% | -20.0% |
| 1Y | -13.8% | +56.9% | -70.6% | -26.6% |
| 3Y | +36.6% | +289.9% | -253.3% | -16.4% |
| 5Y | -6.7% | +259.2% | -265.9% | -42.2% |
| All | +14.7% | +416.3% | -401.6% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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