+59.7%
FXI vs BR
+1,286.0%
-1,226.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | 0.0% | -1.1% |
| 7D | -1.0% | -5.9% | +5.0% | +2.2% |
| 30D | -3.2% | +1.9% | -5.1% | -4.5% |
| 3M | +1.7% | +14.7% | -13.0% | -6.5% |
| 6M | -1.6% | -12.8% | +11.2% | +4.1% |
| YTD | -7.9% | -23.0% | +15.1% | +3.5% |
| 1Y | -9.6% | -31.7% | +22.1% | +8.3% |
| 3Y | +40.5% | -4.8% | +45.2% | +35.8% |
| 5Y | -6.2% | +7.8% | -14.1% | -18.5% |
| 10Y | +14.2% | +184.1% | -169.9% | -51.1% |
| All | +59.7% | +1,286.0% | -1,226.2% | -79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling