+200.3%
FXI vs DD
+256.9%
-56.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | -4.2% | +5.0% | -9.2% | -6.5% |
| 30D | -1.1% | +19.7% | -20.8% | -9.6% |
| 3M | -4.0% | +7.2% | -11.1% | -7.8% |
| 6M | -11.8% | +1.0% | -12.9% | -13.4% |
| YTD | -11.9% | +29.1% | -41.0% | -23.8% |
| 1Y | -16.1% | +28.5% | -44.6% | -27.4% |
| 3Y | +38.8% | +89.4% | -50.7% | -3.5% |
| 5Y | -9.1% | +67.1% | -76.2% | -34.3% |
| 10Y | +18.4% | +97.5% | -79.1% | -30.3% |
| All | +200.3% | +256.9% | -56.6% | +25.3% |
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