-5.2%
FXI vs BTDR
+26.7%
-31.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.3% | -4.8% | -2.5% |
| 7D | -1.0% | +22.4% | -23.4% | -1.6% |
| 30D | -3.2% | +16.5% | -19.7% | -3.8% |
| 3M | +1.7% | -31.5% | +33.2% | +2.4% |
| 6M | -1.6% | +74.0% | -75.6% | -3.9% |
| YTD | -7.9% | +13.0% | -20.9% | -9.2% |
| 1Y | -9.6% | -0.2% | -9.4% | -11.0% |
| 3Y | +40.5% | +9.9% | +30.6% | +35.9% |
| 5Y | -6.2% | +28.1% | -34.3% | -11.3% |
| All | -5.2% | +26.7% | -31.9% | -9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling