+19.3%
FXI vs BTG
+378.0%
-358.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -2.2% |
| 7D | -1.0% | +4.8% | -5.8% | -1.3% |
| 30D | -3.2% | +8.3% | -11.6% | -3.9% |
| 3M | +1.7% | +32.3% | -30.6% | -0.8% |
| 6M | -1.6% | +3.0% | -4.5% | -2.4% |
| YTD | -7.9% | +21.9% | -29.8% | -10.0% |
| 1Y | -9.6% | +28.2% | -37.8% | -12.3% |
| 3Y | +40.5% | +99.9% | -59.4% | +30.9% |
| 5Y | -6.2% | +73.6% | -79.8% | -12.3% |
| 10Y | +14.2% | +136.5% | -122.4% | +2.0% |
| All | +19.3% | +378.0% | -358.7% | +7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling