+57.1%
DIA vs FXI
-1.5%
+58.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.3% |
| 7D | +0.8% | +4.4% | -3.6% | 0.0% |
| 30D | +1.4% | +1.2% | +0.2% | +1.2% |
| 3M | -2.7% | -4.2% | +1.5% | -2.0% |
| 6M | +6.2% | -6.2% | +12.4% | +7.2% |
| YTD | +10.1% | -8.8% | +18.9% | +11.6% |
| 1Y | +13.0% | -11.6% | +24.6% | +15.1% |
| 3Y | +61.9% | +45.1% | +16.7% | +50.7% |
| 5Y | +57.1% | -1.2% | +58.3% | +58.6% |
| All | +57.1% | -1.5% | +58.6% | +58.6% |
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