-16.1%
FXI vs DG
+31.9%
-48.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -1.5% |
| 3M | -4.0% | +10.4% | -14.4% | -4.8% |
| 6M | -11.8% | +33.2% | -45.0% | -13.8% |
| YTD | -11.9% | +3.0% | -14.9% | -11.8% |
| 1Y | -16.1% | +31.2% | -47.3% | -18.0% |
| All | -16.1% | +31.9% | -48.0% | -18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling