-100.0%
DFNS vs FXI
-10.7%
-89.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | -6.0% | -4.2% | -1.8% | -3.6% |
| 30D | -71.2% | -1.1% | -70.1% | -71.2% |
| 3M | -94.5% | -4.0% | -90.6% | -94.4% |
| 6M | -96.5% | -11.8% | -84.7% | -96.3% |
| YTD | -99.6% | -11.9% | -87.7% | -99.6% |
| 1Y | -99.7% | -16.1% | -83.6% | -99.7% |
| 3Y | -100.0% | +38.8% | -138.8% | -100.0% |
| 5Y | -100.0% | -9.1% | -90.9% | -100.0% |
| All | -100.0% | -10.7% | -89.3% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling