+221.8%
FXI vs DAR
+1,467.1%
-1,245.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.8% |
| 7D | +1.0% | +1.4% | -0.3% | +0.6% |
| 30D | -0.6% | +12.8% | -13.3% | -4.4% |
| 3M | +1.9% | +7.4% | -5.4% | -0.8% |
| 6M | -0.2% | +22.3% | -22.4% | -7.1% |
| YTD | -5.6% | +81.1% | -86.7% | -22.3% |
| 1Y | -4.7% | +106.5% | -111.2% | -25.2% |
| 3Y | +38.0% | +5.3% | +32.7% | +27.3% |
| 5Y | -2.7% | -11.5% | +8.9% | -9.0% |
| 10Y | +19.9% | +353.3% | -333.4% | -41.3% |
| All | +221.8% | +1,467.1% | -1,245.3% | -7.9% |
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