+15.0%
FXI vs DAR
+364.6%
-349.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | -5.3% | +7.4% | -12.8% | -7.1% |
| 3M | +0.3% | +15.7% | -15.3% | -3.4% |
| 6M | -4.6% | +30.0% | -34.6% | -11.0% |
| YTD | -9.1% | +87.5% | -96.6% | -22.5% |
| 1Y | -12.0% | +113.4% | -125.3% | -27.6% |
| 3Y | +38.6% | +15.3% | +23.3% | +28.2% |
| 5Y | -6.6% | -4.3% | -2.3% | -12.0% |
| 10Y | +15.0% | +380.2% | -365.1% | -33.3% |
| All | +15.0% | +364.6% | -349.6% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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