+19.2%
FXI vs BTI
+131.8%
-112.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.4% |
| 7D | -4.2% | +1.6% | -5.8% | -4.6% |
| 30D | -1.1% | +9.2% | -10.4% | -3.6% |
| 3M | -4.0% | +9.6% | -13.6% | -6.5% |
| 6M | -11.8% | -2.4% | -9.4% | -11.6% |
| YTD | -11.9% | +14.2% | -26.1% | -15.9% |
| 1Y | -16.1% | +20.3% | -36.4% | -21.2% |
| 3Y | +38.8% | +147.4% | -108.6% | +3.4% |
| 5Y | -9.1% | +155.4% | -164.5% | -33.3% |
| All | +19.2% | +131.8% | -112.7% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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