+44.5%
FXI vs BP
+47.4%
-2.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +3.7% | -6.3% | +10.0% | +5.3% |
| 30D | +0.5% | -3.6% | +4.1% | +1.0% |
| 3M | -5.7% | +5.2% | -10.9% | -7.8% |
| 6M | -6.9% | +5.3% | -12.2% | -9.3% |
| YTD | -9.5% | +33.1% | -42.6% | -20.6% |
| 1Y | -14.0% | +26.3% | -40.3% | -23.1% |
| 3Y | +44.5% | +47.5% | -3.0% | +15.1% |
| All | +44.5% | +47.4% | -2.8% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling