-4.0%
FXI vs BROS
+33.7%
-37.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.3% |
| 7D | -2.8% | -6.1% | +3.3% | -2.3% |
| 30D | -3.7% | -12.4% | +8.7% | -2.6% |
| 3M | -0.4% | -27.9% | +27.5% | +1.9% |
| 6M | -5.4% | -16.8% | +11.4% | -4.7% |
| YTD | -9.6% | -29.0% | +19.4% | -7.8% |
| 1Y | -11.9% | -33.2% | +21.3% | -9.9% |
| 3Y | +37.8% | +56.8% | -18.9% | +26.2% |
| All | -4.0% | +33.7% | -37.7% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling