-9.1%
FXI vs BROS
-49.1%
+40.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.7% | +2.4% | -0.9% |
| 7D | -4.2% | -2.5% | -1.7% | -4.0% |
| 30D | -2.0% | -11.2% | +9.2% | -1.3% |
| 3M | -5.0% | -33.9% | +29.0% | -1.4% |
| 6M | -9.6% | -33.5% | +23.8% | -7.0% |
| YTD | -11.9% | -44.9% | +33.0% | -7.9% |
| 1Y | -16.7% | -41.5% | +24.8% | -13.6% |
| 3Y | +40.6% | +22.4% | +18.2% | +27.3% |
| 5Y | -9.1% | -45.7% | +36.6% | -11.5% |
| All | -9.1% | -49.1% | +40.1% | -11.5% |
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