+30.7%
FXI vs BUD
+215.1%
-184.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.4% |
| 7D | -1.9% | +0.5% | -2.4% | -2.2% |
| 30D | -0.6% | +7.4% | -8.0% | -3.9% |
| 3M | -4.9% | +4.3% | -9.2% | -7.0% |
| 6M | -8.8% | +5.3% | -14.1% | -11.5% |
| YTD | -10.7% | +33.2% | -44.0% | -22.5% |
| 1Y | -15.2% | +31.8% | -47.0% | -26.1% |
| 3Y | +42.5% | +47.8% | -5.3% | +16.1% |
| 5Y | -7.8% | +50.2% | -58.0% | -26.5% |
| 10Y | +20.0% | -4.8% | +24.8% | +9.8% |
| All | +30.7% | +215.1% | -184.4% | -44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling