-9.0%
FXI vs DBX
+20.9%
-29.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.8% |
| 7D | -2.8% | -1.8% | -1.0% | -2.5% |
| 30D | -3.7% | +2.8% | -6.5% | -4.4% |
| 3M | -0.4% | +26.8% | -27.2% | -5.5% |
| 6M | -5.4% | +32.8% | -38.2% | -11.7% |
| YTD | -9.6% | +26.1% | -35.7% | -14.8% |
| 1Y | -11.9% | +14.1% | -26.1% | -15.4% |
| 3Y | +37.8% | +25.7% | +12.1% | +26.1% |
| 5Y | -7.0% | +11.2% | -18.2% | -15.1% |
| All | -9.0% | +20.9% | -29.9% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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