+235.7%
DIA vs FXI
+19.2%
+216.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.1% | -4.2% | +6.3% | +3.4% |
| 30D | +1.5% | -1.1% | +2.6% | +1.8% |
| 3M | -2.4% | -4.0% | +1.5% | -1.4% |
| 6M | +6.0% | -11.8% | +17.8% | +9.7% |
| YTD | +10.1% | -11.9% | +22.0% | +13.8% |
| 1Y | +11.8% | -16.1% | +27.9% | +17.3% |
| 3Y | +59.7% | +38.8% | +20.9% | +39.4% |
| 5Y | +57.9% | -9.1% | +67.0% | +60.2% |
| All | +235.7% | +19.2% | +216.5% | +204.9% |
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 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