+244.3%
DIA vs FXI
+16.6%
+227.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.5% |
| 7D | -3.0% | -2.8% | -0.2% | -2.2% |
| 30D | -3.0% | -3.7% | +0.7% | -1.9% |
| 3M | +4.5% | -0.4% | +4.9% | +4.5% |
| 6M | +9.8% | -5.4% | +15.2% | +11.4% |
| YTD | +9.3% | -9.6% | +18.9% | +12.3% |
| 1Y | +16.0% | -11.9% | +27.9% | +19.9% |
| 3Y | +57.7% | +37.8% | +19.9% | +38.1% |
| 5Y | +63.8% | -7.0% | +70.8% | +64.5% |
| All | +244.3% | +16.6% | +227.7% | +209.7% |
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 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