-6.2%
FXI vs BP
+131.3%
-137.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.9% | -3.2% |
| 7D | -1.0% | +0.9% | -1.9% | -1.3% |
| 30D | -3.2% | +9.1% | -12.4% | -5.8% |
| 3M | +1.7% | +3.9% | -2.2% | +0.2% |
| 6M | -1.6% | +13.6% | -15.2% | -6.5% |
| YTD | -7.9% | +34.0% | -41.9% | -17.5% |
| 1Y | -9.6% | +39.2% | -48.8% | -20.4% |
| 3Y | +40.5% | +36.4% | +4.0% | +22.1% |
| 5Y | -6.2% | +135.8% | -142.0% | -33.1% |
| All | -6.2% | +131.3% | -137.5% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling