+40.5%
FXI vs BWA
+72.9%
-32.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -2.0% |
| 7D | -1.0% | +4.3% | -5.2% | -2.0% |
| 30D | -3.2% | -2.9% | -0.3% | -2.6% |
| 3M | +1.7% | -12.4% | +14.1% | +4.9% |
| 6M | -1.6% | +28.6% | -30.1% | -8.9% |
| YTD | -7.9% | +48.2% | -56.1% | -19.6% |
| 1Y | -9.6% | +50.9% | -60.5% | -21.8% |
| 3Y | +40.5% | +72.2% | -31.7% | +11.0% |
| All | +40.5% | +72.9% | -32.4% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling