+221.8%
FXI vs DD
+205.4%
+16.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.2% | +1.4% |
| 7D | +1.0% | -3.5% | +4.6% | +2.7% |
| 30D | -0.6% | -10.3% | +9.8% | +4.5% |
| 3M | +1.9% | -7.5% | +9.5% | +5.2% |
| 6M | -0.2% | -8.0% | +7.8% | +2.6% |
| YTD | -5.6% | +10.5% | -16.1% | -11.6% |
| 1Y | -4.7% | +38.3% | -42.9% | -20.3% |
| 3Y | +38.0% | +42.5% | -4.5% | +10.5% |
| 5Y | -2.7% | +60.2% | -62.8% | -28.3% |
| 10Y | +19.9% | +68.9% | -48.9% | -23.5% |
| All | +221.8% | +205.4% | +16.4% | +45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling