+252.9%
DXCM vs FXI
+14.7%
+238.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.5% | -1.4% | -2.9% |
| 7D | -6.2% | -1.0% | -5.3% | -5.9% |
| 30D | -0.3% | -3.2% | +3.0% | +0.9% |
| 3M | +10.3% | +1.7% | +8.6% | +9.5% |
| 6M | +24.1% | -1.6% | +25.7% | +24.4% |
| YTD | +27.4% | -7.9% | +35.3% | +30.8% |
| 1Y | +8.4% | -9.6% | +18.0% | +12.1% |
| 3Y | -19.0% | +40.5% | -59.4% | -31.9% |
| 5Y | -38.6% | -6.2% | -32.3% | -38.6% |
| 10Y | +252.9% | +14.2% | +238.8% | +194.9% |
| All | +252.9% | +14.7% | +238.2% | +194.9% |
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