-98.3%
DFNS vs FXI
-4.7%
-93.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | -3.4% |
| 7D | -16.0% | +1.0% | -17.0% | -18.5% |
| 30D | -77.7% | -0.6% | -77.1% | -77.3% |
| 3M | -77.2% | +1.9% | -79.1% | -76.9% |
| 6M | -95.2% | -0.2% | -95.0% | -95.0% |
| YTD | -98.0% | -5.6% | -92.4% | -97.7% |
| 1Y | -98.3% | -4.7% | -93.6% | -97.9% |
| All | -98.3% | -4.7% | -93.6% | -97.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling