+14.2%
FXI vs BWA
+153.1%
-138.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -0.8% |
| 7D | -2.8% | -0.1% | -2.7% | -2.8% |
| 30D | -3.7% | -5.5% | +1.8% | -2.2% |
| 3M | -0.4% | -7.6% | +7.2% | +1.5% |
| 6M | -5.4% | +25.0% | -30.4% | -12.7% |
| YTD | -9.6% | +47.0% | -56.6% | -21.7% |
| 1Y | -11.9% | +54.0% | -65.9% | -25.0% |
| 3Y | +37.8% | +70.7% | -32.8% | +10.8% |
| 5Y | -7.0% | +86.7% | -93.7% | -29.1% |
| All | +14.2% | +153.1% | -138.9% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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