-3.6%
FXI vs BROS
+35.1%
-38.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.3% |
| 7D | -3.9% | -5.8% | +1.9% | -3.4% |
| 30D | -2.1% | -14.0% | +11.9% | -0.9% |
| 3M | -0.5% | -32.5% | +32.0% | +2.5% |
| 6M | -4.5% | -14.9% | +10.4% | -4.0% |
| YTD | -9.2% | -28.3% | +19.0% | -7.5% |
| 1Y | -13.8% | -34.0% | +20.2% | -11.7% |
| 3Y | +36.6% | +63.0% | -26.4% | +24.6% |
| All | -3.6% | +35.1% | -38.7% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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