+98.6%
DAL vs FXI
-0.9%
+99.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.4% | -4.7% |
| 7D | +4.6% | +6.9% | -2.3% | +2.0% |
| 30D | +2.3% | +3.5% | -1.1% | +1.1% |
| 3M | -8.1% | -3.2% | -4.9% | -7.1% |
| 6M | +21.4% | -3.5% | +25.0% | +22.7% |
| YTD | +24.3% | -8.1% | +32.4% | +27.8% |
| 1Y | +47.4% | -10.5% | +57.9% | +53.0% |
| 3Y | +164.6% | +43.0% | +121.6% | +125.2% |
| All | +98.6% | -0.9% | +99.6% | +116.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 5y: compounded portfolio wealth divided by compounded FXI 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…
5y analysis · Full analysis span regression · 6 months rolling