+14.2%
FXI vs BP
+137.6%
-123.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | -2.8% | +5.7% | -8.5% | -4.4% |
| 30D | -3.7% | +8.1% | -11.8% | -6.0% |
| 3M | -0.4% | +8.6% | -9.0% | -3.3% |
| 6M | -5.4% | +18.1% | -23.5% | -11.0% |
| YTD | -9.6% | +37.6% | -47.2% | -19.2% |
| 1Y | -11.9% | +39.4% | -51.3% | -21.9% |
| 3Y | +37.8% | +40.1% | -2.2% | +20.6% |
| 5Y | -7.0% | +141.3% | -148.4% | -32.3% |
| All | +14.2% | +137.6% | -123.4% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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