-0.1%
FXI vs DECK
+25.8%
-25.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.3% |
| 7D | +6.9% | +6.0% | +0.9% | +5.9% |
| 30D | +3.5% | +7.4% | -4.0% | +2.2% |
| 3M | -3.2% | -11.7% | +8.5% | -1.4% |
| 6M | -3.5% | -11.0% | +7.4% | -2.3% |
| YTD | -8.1% | -15.4% | +7.3% | -6.6% |
| 1Y | -10.5% | +7.2% | -17.8% | -12.9% |
| 3Y | +43.0% | -11.8% | +54.9% | +30.7% |
| 5Y | -0.1% | +24.3% | -24.4% | -26.2% |
| All | -0.1% | +25.8% | -25.9% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling