+381.8%
DAL vs FXI
+49.7%
+332.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.4% | -4.9% |
| 7D | +4.6% | +6.9% | -2.3% | +1.1% |
| 30D | +2.3% | +3.5% | -1.1% | +0.6% |
| 3M | -8.1% | -3.2% | -4.9% | -6.7% |
| 6M | +21.4% | -3.5% | +25.0% | +23.0% |
| YTD | +24.3% | -8.1% | +32.4% | +29.1% |
| 1Y | +47.4% | -10.5% | +57.9% | +55.2% |
| 3Y | +164.6% | +43.0% | +121.6% | +108.3% |
| 5Y | +100.2% | -0.1% | +100.3% | +83.0% |
| 10Y | +124.9% | +22.7% | +102.2% | +79.9% |
| All | +381.8% | +49.7% | +332.2% | +234.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling