+20.0%
FXI vs BP
+133.4%
-113.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.9% |
| 7D | -1.9% | -0.8% | -1.2% | -1.7% |
| 30D | -0.6% | -3.1% | +2.5% | 0.0% |
| 3M | -4.9% | +6.2% | -11.0% | -7.1% |
| 6M | -8.8% | +4.8% | -13.6% | -11.0% |
| YTD | -10.7% | +35.2% | -45.9% | -20.2% |
| 1Y | -15.2% | +27.4% | -42.7% | -22.9% |
| 3Y | +42.5% | +49.8% | -7.3% | +21.9% |
| 5Y | -7.8% | +109.4% | -117.2% | -30.1% |
| 10Y | +20.0% | +135.7% | -115.7% | -11.3% |
| All | +20.0% | +133.4% | -113.4% | -11.3% |
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