+14.7%
FXI vs DE
+863.9%
-849.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -3.9% | -2.6% | -1.3% | -3.1% |
| 30D | -2.1% | +9.0% | -11.1% | -4.8% |
| 3M | -0.5% | +19.1% | -19.6% | -6.1% |
| 6M | -4.5% | +14.4% | -18.9% | -9.2% |
| YTD | -9.2% | +45.9% | -55.2% | -20.5% |
| 1Y | -13.8% | +43.6% | -57.4% | -24.2% |
| 3Y | +36.6% | +75.9% | -39.3% | +11.3% |
| 5Y | -6.7% | +98.8% | -105.4% | -29.2% |
| All | +14.7% | +863.9% | -849.2% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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