-14.1%
FXI vs BTSG
+110.1%
-124.2%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.6% | +6.1% | +0.1% |
| 7D | -2.8% | -5.8% | +3.0% | -2.3% |
| 30D | -3.7% | 0.0% | -3.7% | -3.8% |
| 3M | -0.4% | -4.5% | +4.1% | -1.4% |
| 6M | -5.4% | +40.0% | -45.4% | -13.5% |
| YTD | -9.6% | +54.6% | -64.2% | -18.9% |
| All | -14.1% | +110.1% | -124.2% | -26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling