+36.0%
FXI vs BTDR
+0.6%
+35.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | -0.3% |
| 7D | -2.8% | -3.2% | +0.4% | -2.7% |
| 30D | -3.7% | +32.7% | -36.4% | -4.8% |
| 3M | -0.4% | -28.4% | +28.0% | +0.3% |
| 6M | -5.4% | +51.7% | -57.1% | -7.9% |
| YTD | -9.6% | +2.9% | -12.5% | -11.0% |
| 1Y | -11.9% | -15.5% | +3.5% | -13.2% |
| All | +36.0% | +0.6% | +35.4% | +28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling