+15.0%
FXI vs BUD
-24.2%
+39.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.5% |
| 7D | -2.8% | -1.3% | -1.5% | -2.3% |
| 30D | -5.3% | -6.1% | +0.8% | -3.2% |
| 3M | +0.3% | -3.8% | +4.1% | +1.4% |
| 6M | -4.6% | +8.2% | -12.8% | -7.9% |
| YTD | -9.1% | +23.6% | -32.7% | -16.6% |
| 1Y | -12.0% | +33.4% | -45.4% | -21.7% |
| 3Y | +38.6% | +45.3% | -6.7% | +18.0% |
| 5Y | -6.6% | +44.3% | -50.8% | -21.1% |
| 10Y | +15.0% | -22.8% | +37.8% | +10.4% |
| All | +15.0% | -24.2% | +39.2% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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