-6.2%
FXI vs DAR
-8.5%
+2.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.9% | -5.4% | -3.1% |
| 7D | -1.0% | -0.9% | -0.1% | -0.8% |
| 30D | -3.2% | +13.0% | -16.2% | -5.9% |
| 3M | +1.7% | +15.0% | -13.3% | -1.7% |
| 6M | -1.6% | +26.8% | -28.4% | -7.2% |
| YTD | -7.9% | +86.4% | -94.3% | -20.5% |
| 1Y | -9.6% | +115.1% | -124.7% | -24.8% |
| 3Y | +40.5% | +14.6% | +25.8% | +31.6% |
| 5Y | -6.2% | -8.8% | +2.5% | -10.0% |
| All | -6.2% | -8.5% | +2.3% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling