-6.6%
FXI vs BTDR
+19.6%
-26.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | +0.3% |
| 7D | -3.9% | -3.4% | -0.5% | -3.8% |
| 30D | -2.1% | +32.6% | -34.7% | -3.0% |
| 3M | -0.5% | -32.2% | +31.8% | +0.3% |
| 6M | -4.5% | +52.4% | -56.9% | -6.5% |
| YTD | -9.2% | +6.7% | -15.9% | -10.4% |
| 1Y | -13.8% | -15.2% | +1.5% | -14.7% |
| 3Y | +36.6% | +14.9% | +21.7% | +32.5% |
| 5Y | -6.7% | +20.8% | -27.5% | -11.5% |
| All | -6.6% | +19.6% | -26.2% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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