+200.3%
FXI vs DAR
+1,230.8%
-1,030.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.9% |
| 7D | -4.2% | +9.2% | -13.4% | -6.8% |
| 30D | -2.0% | -12.3% | +10.2% | +1.6% |
| 3M | -5.0% | -12.7% | +7.8% | -1.8% |
| 6M | -9.6% | -12.8% | +3.1% | -7.1% |
| YTD | -11.9% | +53.8% | -65.7% | -24.3% |
| 1Y | -16.7% | +60.3% | -76.9% | -29.4% |
| 3Y | +40.6% | +31.7% | +8.9% | +20.3% |
| 5Y | -9.1% | -27.7% | +18.7% | -9.8% |
| 10Y | +18.4% | +309.8% | -291.3% | -40.7% |
| All | +200.3% | +1,230.8% | -1,030.5% | -10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling