+221.8%
FXI vs BP
+124.2%
+97.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | +1.0% | +3.9% | -2.9% | -0.9% |
| 30D | -0.6% | +7.6% | -8.2% | -4.3% |
| 3M | +1.9% | +0.7% | +1.2% | +0.8% |
| 6M | -0.2% | +15.5% | -15.7% | -8.9% |
| YTD | -5.6% | +30.8% | -36.4% | -19.6% |
| 1Y | -4.7% | +34.3% | -39.0% | -20.3% |
| 3Y | +38.0% | +35.1% | +3.0% | +12.7% |
| 5Y | -2.7% | +126.8% | -129.5% | -42.6% |
| 10Y | +19.9% | +123.4% | -103.4% | -39.4% |
| All | +221.8% | +124.2% | +97.6% | +49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling