+213.4%
FXI vs DECK
+4,696.0%
-4,482.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.4% |
| 7D | +6.9% | +6.0% | +0.9% | +5.4% |
| 30D | +3.5% | +7.4% | -4.0% | +1.7% |
| 3M | -3.2% | -11.7% | +8.5% | -0.6% |
| 6M | -3.5% | -11.0% | +7.4% | -1.7% |
| YTD | -8.1% | -15.4% | +7.3% | -6.1% |
| 1Y | -10.5% | +7.2% | -17.8% | -13.8% |
| 3Y | +43.0% | -11.8% | +54.9% | +35.0% |
| 5Y | -0.1% | +24.3% | -24.4% | -16.3% |
| 10Y | +22.7% | +907.5% | -884.8% | -44.9% |
| All | +213.4% | +4,696.0% | -4,482.6% | -11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling