-6.5%
FXI vs BNY
+256.6%
-263.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.5% |
| 6M | -4.5% | +40.0% | -44.5% | -15.6% |
| YTD | -9.2% | +42.0% | -51.2% | -20.4% |
| 1Y | -13.8% | +56.9% | -70.6% | -27.1% |
| 3Y | +36.6% | +289.9% | -253.3% | -19.6% |
| All | -6.5% | +256.6% | -263.0% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling