+221.8%
FXI vs BTI
+1,138.1%
-916.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +2.1% |
| 7D | +1.0% | -1.4% | +2.4% | +1.8% |
| 30D | -0.6% | -6.6% | +6.1% | +2.8% |
| 3M | +1.9% | -3.0% | +4.9% | +2.6% |
| 6M | -0.2% | -6.7% | +6.5% | +2.0% |
| YTD | -5.6% | +0.6% | -6.1% | -7.6% |
| 1Y | -4.7% | +5.6% | -10.3% | -9.4% |
| 3Y | +38.0% | +110.3% | -72.3% | -12.3% |
| 5Y | -2.7% | +114.3% | -116.9% | -40.2% |
| 10Y | +19.9% | +67.7% | -47.7% | -21.6% |
| All | +221.8% | +1,138.1% | -916.3% | -26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling