+213.9%
FXI vs DE
+3,152.3%
-2,938.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.6% | -1.6% |
| 7D | -1.0% | +0.7% | -1.6% | -1.3% |
| 30D | -3.2% | +9.6% | -12.9% | -7.9% |
| 3M | +1.7% | +19.0% | -17.3% | -7.7% |
| 6M | -1.6% | +16.1% | -17.6% | -10.2% |
| YTD | -7.9% | +47.0% | -54.9% | -26.2% |
| 1Y | -9.6% | +43.1% | -52.8% | -26.8% |
| 3Y | +40.5% | +77.5% | -37.0% | -0.7% |
| 5Y | -6.2% | +96.4% | -102.6% | -40.9% |
| 10Y | +14.2% | +852.9% | -838.7% | -74.7% |
| All | +213.9% | +3,152.3% | -2,938.4% | -67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling