+209.3%
FXI vs BRO
+641.3%
-432.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -3.9% | -7.3% | +3.4% | -0.3% |
| 30D | -2.1% | -6.9% | +4.8% | +1.2% |
| 3M | -0.5% | +10.7% | -11.1% | -6.3% |
| 6M | -4.5% | -2.7% | -1.8% | -5.1% |
| YTD | -9.2% | -16.3% | +7.1% | -3.5% |
| 1Y | -13.8% | -29.1% | +15.3% | -0.9% |
| 3Y | +36.6% | -7.8% | +44.4% | +31.3% |
| 5Y | -6.7% | +18.7% | -25.4% | -26.1% |
| 10Y | +14.8% | +291.9% | -277.1% | -60.6% |
| All | +209.3% | +641.3% | -432.0% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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