-99.9%
DFNS vs FXI
-7.1%
-92.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | +0.9% |
| 7D | +0.8% | -1.0% | +1.8% | +1.4% |
| 30D | -73.2% | -3.2% | -70.0% | -72.6% |
| 3M | -72.4% | +1.7% | -74.1% | -72.4% |
| 6M | -95.2% | -1.6% | -93.7% | -95.1% |
| YTD | -98.0% | -7.9% | -90.1% | -97.9% |
| 1Y | -98.3% | -9.6% | -88.6% | -98.1% |
| 3Y | -99.9% | +40.5% | -140.3% | -99.9% |
| 5Y | -99.9% | -6.2% | -93.6% | -99.9% |
| All | -99.9% | -7.1% | -92.7% | -99.9% |
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 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