+40.5%
FXI vs DAR
+14.9%
+25.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.9% | -5.4% | -2.9% |
| 7D | -1.0% | -0.9% | -0.1% | -0.8% |
| 30D | -3.2% | +13.0% | -16.2% | -5.4% |
| 3M | +1.7% | +15.0% | -13.3% | -1.1% |
| 6M | -1.6% | +26.8% | -28.4% | -6.3% |
| YTD | -7.9% | +86.4% | -94.3% | -18.6% |
| 1Y | -9.6% | +115.1% | -124.7% | -22.6% |
| 3Y | +40.5% | +14.6% | +25.8% | +31.1% |
| All | +40.5% | +14.9% | +25.6% | +31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling