+38.8%
FXI vs BROS
+30.6%
+8.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.5% | -6.5% | -0.4% |
| 7D | -4.2% | +6.3% | -10.5% | -4.6% |
| 30D | -1.1% | -8.3% | +7.2% | -0.8% |
| 3M | -4.0% | -29.8% | +25.8% | -1.8% |
| 6M | -11.8% | -25.8% | +14.0% | -10.9% |
| YTD | -11.9% | -41.4% | +29.5% | -9.5% |
| 1Y | -16.1% | -35.2% | +19.0% | -14.7% |
| 3Y | +38.8% | +32.8% | +6.0% | +23.3% |
| All | +38.8% | +30.6% | +8.2% | +23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling