-98.3%
DFNS vs FXI
-11.6%
-86.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.3% | -1.2% |
| 7D | +4.6% | -2.8% | +7.4% | +12.3% |
| 30D | -73.9% | -5.3% | -68.6% | -69.6% |
| 3M | -71.7% | +0.3% | -72.1% | -69.5% |
| 6M | -94.6% | -4.6% | -90.0% | -93.7% |
| YTD | -98.1% | -9.1% | -89.0% | -97.6% |
| 1Y | -98.3% | -12.0% | -86.3% | -97.7% |
| All | -98.3% | -11.6% | -86.7% | -97.7% |
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