+746.0%
DIA vs FXI
+204.0%
+542.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.0% |
| 7D | -1.6% | -1.9% | +0.3% | -1.0% |
| 30D | +1.3% | -0.6% | +1.9% | +1.5% |
| 3M | -2.1% | -4.9% | +2.8% | -0.5% |
| 6M | +6.2% | -8.8% | +15.0% | +9.3% |
| YTD | +10.3% | -10.7% | +21.1% | +14.3% |
| 1Y | +11.0% | -15.2% | +26.2% | +17.0% |
| 3Y | +60.4% | +42.5% | +17.9% | +35.6% |
| 5Y | +59.1% | -7.8% | +66.9% | +51.8% |
| 10Y | +237.1% | +20.0% | +217.1% | +184.0% |
| All | +746.0% | +204.0% | +542.0% | +354.1% |
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