+19.1%
FXI vs DECK
+874.1%
-855.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | +5.7% | +5.8% | -0.1% | +4.6% |
| 30D | +4.6% | +7.9% | -3.3% | +3.1% |
| 3M | -2.8% | -11.4% | +8.6% | -0.8% |
| 6M | -6.1% | -16.6% | +10.5% | -3.6% |
| YTD | -8.0% | -16.4% | +8.3% | -6.3% |
| 1Y | -11.3% | +8.6% | -20.0% | -14.1% |
| 3Y | +42.6% | -15.1% | +57.8% | +36.0% |
| 5Y | -0.1% | +22.9% | -22.9% | -16.0% |
| All | +19.1% | +874.1% | -855.0% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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