+14.7%
FXI vs BRKR
+155.3%
-140.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | -3.9% | -8.7% | +4.8% | -2.0% |
| 30D | -2.1% | -9.9% | +7.8% | -0.1% |
| 3M | -0.5% | -3.1% | +2.6% | -1.5% |
| 6M | -4.5% | +45.5% | -50.0% | -15.3% |
| YTD | -9.2% | +13.7% | -22.9% | -15.1% |
| 1Y | -13.8% | +67.4% | -81.2% | -27.5% |
| 3Y | +36.6% | -13.2% | +49.8% | +29.5% |
| 5Y | -6.7% | -39.5% | +32.8% | -4.0% |
| All | +14.7% | +155.3% | -140.7% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 10y: compounded portfolio wealth divided by compounded BRKR 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…
10y analysis · Full analysis span regression · 6 months rolling