+19.2%
FXI vs BWA
+94.2%
-75.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -4.2% | +4.3% | -8.5% | -5.4% |
| 30D | -1.1% | -13.0% | +11.9% | +2.7% |
| 3M | -4.0% | -24.8% | +20.9% | +3.8% |
| 6M | -11.8% | -23.5% | +11.7% | -5.9% |
| YTD | -11.9% | +13.8% | -25.7% | -18.1% |
| 1Y | -16.1% | +13.4% | -29.6% | -22.1% |
| 3Y | +38.8% | +62.8% | -24.0% | +12.7% |
| 5Y | -9.1% | +28.5% | -37.5% | -22.9% |
| All | +19.2% | +94.2% | -75.1% | -12.3% |
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