+18.1%
FXI vs DECK
+718.3%
-700.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | 0.0% | +1.3% |
| 7D | +1.0% | -2.2% | +3.3% | +1.4% |
| 30D | -0.6% | -13.6% | +13.0% | +2.0% |
| 3M | +1.9% | -21.2% | +23.2% | +6.0% |
| 6M | -0.2% | -21.1% | +20.9% | +3.5% |
| YTD | -5.6% | -17.2% | +11.6% | -3.5% |
| 1Y | -4.7% | -30.7% | +26.1% | +0.2% |
| 3Y | +38.0% | -3.4% | +41.4% | +27.2% |
| 5Y | -2.7% | +25.5% | -28.2% | -18.6% |
| All | +18.1% | +718.3% | -700.2% | -26.7% |
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