+14.7%
FXI vs DD
+66.6%
-51.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -3.9% | -3.5% | -0.4% | -2.7% |
| 30D | -2.1% | -11.7% | +9.6% | +2.2% |
| 3M | -0.5% | -9.2% | +8.8% | +2.7% |
| 6M | -4.5% | -7.2% | +2.7% | -2.8% |
| YTD | -9.2% | +6.6% | -15.9% | -12.4% |
| 1Y | -13.8% | +32.0% | -45.8% | -23.3% |
| 3Y | +36.6% | +42.1% | -5.6% | +16.1% |
| 5Y | -6.7% | +58.1% | -64.7% | -24.7% |
| All | +14.7% | +66.6% | -51.9% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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