+213.4%
FXI vs D
+413.6%
-200.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.8% |
| 7D | +5.7% | +3.0% | +2.7% | +4.1% |
| 30D | +4.6% | +11.5% | -6.9% | -1.1% |
| 3M | -2.8% | +3.7% | -6.5% | -4.8% |
| 6M | -6.1% | +13.5% | -19.6% | -12.7% |
| YTD | -8.0% | +20.7% | -28.8% | -17.5% |
| 1Y | -11.3% | +18.2% | -29.6% | -19.8% |
| 3Y | +42.6% | +73.3% | -30.7% | +1.6% |
| 5Y | -0.1% | +12.3% | -12.3% | -12.6% |
| 10Y | +22.7% | +43.4% | -20.7% | -24.8% |
| All | +213.4% | +413.6% | -200.2% | -39.0% |
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