+64.1%
DIA vs FXI
-7.1%
+71.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.3% | -0.7% |
| 7D | +0.1% | -1.0% | +1.0% | +0.2% |
| 30D | -2.1% | -3.2% | +1.2% | -1.5% |
| 3M | +4.2% | +1.7% | +2.5% | +3.8% |
| 6M | +11.9% | -1.6% | +13.4% | +12.1% |
| YTD | +10.8% | -7.9% | +18.7% | +12.2% |
| 1Y | +17.5% | -9.6% | +27.1% | +19.3% |
| 3Y | +59.9% | +40.5% | +19.5% | +49.7% |
| 5Y | +64.1% | -6.2% | +70.4% | +65.2% |
| All | +64.1% | -7.1% | +71.3% | +65.2% |
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