+19.2%
FXI vs DG
+105.2%
-86.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -4.2% | +0.3% | -4.5% | -4.2% |
| 30D | -1.1% | +3.2% | -4.4% | -1.6% |
| 3M | -4.0% | +10.4% | -14.4% | -5.3% |
| 6M | -11.8% | +33.2% | -45.0% | -15.2% |
| YTD | -11.9% | +3.0% | -14.9% | -12.7% |
| 1Y | -16.1% | +31.2% | -47.3% | -19.6% |
| 3Y | +38.8% | +21.8% | +17.0% | +30.6% |
| 5Y | -9.1% | -35.0% | +25.9% | -5.3% |
| All | +19.2% | +105.2% | -86.0% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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