+36.0%
FXI vs BR
-5.0%
+41.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -2.8% | -6.0% | +3.2% | -1.9% |
| 30D | -3.7% | -0.9% | -2.8% | -3.6% |
| 3M | -0.4% | +16.4% | -16.8% | -2.9% |
| 6M | -5.4% | -8.2% | +2.8% | -4.0% |
| YTD | -9.6% | -23.2% | +13.6% | -4.2% |
| 1Y | -11.9% | -30.9% | +19.0% | -3.8% |
| All | +36.0% | -5.0% | +41.1% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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