+60.5%
FXI vs BTSG
+389.4%
-328.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.3% |
| 7D | -3.9% | -3.3% | -0.6% | -3.6% |
| 30D | -2.1% | -1.6% | -0.5% | -2.0% |
| 3M | -0.5% | -6.9% | +6.4% | -0.3% |
| 6M | -4.5% | +42.1% | -46.6% | -9.8% |
| YTD | -9.2% | +56.8% | -66.1% | -15.4% |
| 1Y | -13.8% | +109.8% | -123.6% | -22.4% |
| All | +60.5% | +389.4% | -328.9% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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