-4.9%
FXI vs D
+5.6%
-10.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +2.0% | +1.6% |
| 7D | +1.0% | +1.5% | -0.4% | +0.8% |
| 30D | -0.6% | -2.6% | +2.0% | -0.2% |
| 3M | +1.9% | 0.0% | +1.9% | +1.8% |
| 6M | -0.2% | +7.4% | -7.5% | -1.3% |
| YTD | -5.6% | +15.9% | -21.5% | -7.7% |
| 1Y | -4.7% | +18.1% | -22.8% | -7.2% |
| 3Y | +38.0% | +58.4% | -20.4% | +28.1% |
| All | -4.9% | +5.6% | -10.5% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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