+111.4%
DAL vs FXI
-9.2%
+120.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.1% | -4.2% | +3.1% | +0.5% |
| 30D | +12.8% | -1.1% | +14.0% | +13.3% |
| 3M | -5.3% | -4.0% | -1.3% | -3.9% |
| 6M | +22.4% | -11.8% | +34.2% | +27.9% |
| YTD | +25.6% | -11.9% | +37.5% | +31.2% |
| 1Y | +45.5% | -16.1% | +61.6% | +54.8% |
| 3Y | +161.0% | +38.8% | +122.2% | +124.2% |
| All | +111.4% | -9.2% | +120.6% | +164.0% |
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