+36.6%
FXI vs DE
+74.6%
-38.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -3.9% | -2.6% | -1.3% | -3.2% |
| 30D | -2.1% | +9.0% | -11.1% | -4.3% |
| 3M | -0.5% | +19.1% | -19.6% | -5.5% |
| 6M | -4.5% | +14.4% | -18.9% | -8.6% |
| YTD | -9.2% | +45.9% | -55.2% | -20.4% |
| 1Y | -13.8% | +43.6% | -57.4% | -24.1% |
| 3Y | +36.6% | +75.9% | -39.3% | +10.1% |
| All | +36.6% | +74.6% | -38.0% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling