-12.0%
FXI vs BUD
+33.8%
-45.8%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.0% |
| 7D | -2.8% | -1.3% | -1.5% | -2.6% |
| 30D | -5.3% | -6.1% | +0.8% | -4.5% |
| 3M | +0.3% | -3.8% | +4.1% | +0.8% |
| 6M | -4.6% | +8.2% | -12.8% | -6.8% |
| YTD | -9.1% | +23.6% | -32.7% | -13.2% |
| 1Y | -12.0% | +33.4% | -45.4% | -16.5% |
| All | -12.0% | +33.8% | -45.8% | -16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling