+36.0%
FXI vs BTG
+94.1%
-58.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.2% |
| 7D | -2.8% | -5.5% | +2.7% | -2.1% |
| 30D | -3.7% | +6.1% | -9.8% | -4.6% |
| 3M | -0.4% | +38.6% | -39.1% | -5.4% |
| 6M | -5.4% | +0.7% | -6.1% | -6.3% |
| YTD | -9.6% | +20.3% | -30.0% | -13.3% |
| 1Y | -11.9% | +25.0% | -37.0% | -16.6% |
| All | +36.0% | +94.1% | -58.1% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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