+210.2%
FXI vs DECK
+4,770.9%
-4,560.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.0% | -1.8% | +2.8% |
| 7D | +6.6% | +10.4% | -3.8% | +4.1% |
| 30D | +2.2% | +11.1% | -8.9% | -0.4% |
| 3M | -4.7% | -10.8% | +6.0% | -2.4% |
| 6M | -4.7% | -8.7% | +4.1% | -3.4% |
| YTD | -9.0% | -14.0% | +5.1% | -7.4% |
| 1Y | -10.5% | +12.0% | -22.6% | -14.7% |
| 3Y | +41.6% | -10.5% | +52.1% | +33.2% |
| 5Y | -2.8% | +28.5% | -31.3% | -19.3% |
| 10Y | +21.5% | +923.3% | -901.8% | -45.6% |
| All | +210.2% | +4,770.9% | -4,560.7% | -12.6% |
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