+209.3%
FXI vs BRKR
+1,590.2%
-1,380.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | -3.9% | -8.7% | +4.8% | -1.8% |
| 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% | -15.7% |
| YTD | -9.2% | +13.7% | -22.9% | -15.3% |
| 1Y | -13.8% | +67.4% | -81.2% | -27.7% |
| 3Y | +36.6% | -13.2% | +49.8% | +28.9% |
| 5Y | -6.7% | -39.5% | +32.8% | -5.2% |
| 10Y | +14.8% | +153.5% | -138.7% | -22.7% |
| All | +209.3% | +1,590.2% | -1,380.8% | +31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling