-5.4%
FXI vs DBX
+6.4%
-11.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.5% | -1.8% |
| 7D | -1.0% | -1.3% | +0.4% | -0.7% |
| 30D | -3.2% | -2.9% | -0.4% | -2.8% |
| 3M | +1.7% | +23.8% | -22.2% | -3.5% |
| 6M | -1.6% | +26.2% | -27.8% | -7.6% |
| YTD | -7.9% | +21.6% | -29.5% | -12.9% |
| 1Y | -9.6% | +11.4% | -21.1% | -12.9% |
| 3Y | +40.5% | +21.3% | +19.2% | +26.2% |
| All | -5.4% | +6.4% | -11.8% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling