-100.0%
DFNS vs FXI
-7.5%
-92.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.5% |
| 7D | -42.8% | +4.4% | -47.2% | -44.7% |
| 30D | -67.6% | +1.2% | -68.8% | -68.0% |
| 3M | -94.9% | -4.2% | -90.7% | -94.8% |
| 6M | -96.7% | -6.2% | -90.5% | -96.6% |
| YTD | -99.6% | -8.8% | -90.8% | -99.6% |
| 1Y | -99.7% | -11.6% | -88.1% | -99.7% |
| 3Y | -100.0% | +45.1% | -145.1% | -100.0% |
| 5Y | -100.0% | -1.2% | -98.8% | -100.0% |
| All | -100.0% | -7.5% | -92.4% | -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 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