+40.5%
FXI vs DG
+10.3%
+30.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.6% | -2.3% |
| 7D | -1.0% | -2.5% | +1.5% | -0.8% |
| 30D | -3.2% | +1.0% | -4.2% | -3.3% |
| 3M | +1.7% | +20.3% | -18.6% | +0.8% |
| 6M | -1.6% | -11.7% | +10.2% | -1.0% |
| YTD | -7.9% | -2.3% | -5.6% | -7.8% |
| 1Y | -9.6% | +20.0% | -29.6% | -10.3% |
| 3Y | +40.5% | +7.2% | +33.2% | +36.6% |
| All | +40.5% | +10.3% | +30.1% | +36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling