+204.2%
FXI vs D
+409.6%
-205.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.2% |
| 7D | -1.9% | -2.4% | +0.5% | -0.7% |
| 30D | -0.6% | +9.0% | -9.6% | -5.0% |
| 3M | -4.9% | +1.0% | -5.8% | -5.6% |
| 6M | -8.8% | +11.0% | -19.8% | -14.3% |
| YTD | -10.7% | +19.8% | -30.5% | -19.7% |
| 1Y | -15.2% | +16.0% | -31.2% | -22.6% |
| 3Y | +42.5% | +74.4% | -31.9% | +1.2% |
| 5Y | -7.8% | +13.5% | -21.4% | -20.0% |
| 10Y | +20.0% | +48.4% | -28.4% | -29.0% |
| All | +204.2% | +409.6% | -205.4% | -40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling