+384.5%
DXCM vs FXI
+19.2%
+365.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +4.9% | -4.2% | +9.1% | +6.6% |
| 30D | -0.2% | -1.1% | +1.0% | +0.3% |
| 3M | -8.9% | -4.0% | -5.0% | -7.5% |
| 6M | +42.3% | -11.8% | +54.1% | +48.8% |
| YTD | +25.6% | -11.9% | +37.5% | +31.2% |
| 1Y | +39.5% | -16.1% | +55.7% | +48.5% |
| 3Y | -15.3% | +38.8% | -54.1% | -28.2% |
| 5Y | -48.4% | -9.1% | -39.4% | -47.7% |
| All | +384.5% | +19.2% | +365.3% | +319.6% |
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 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