-0.2%
FXI vs DG
-13.1%
+13.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.5% |
| 7D | +1.0% | +8.4% | -7.4% | +0.7% |
| 30D | -0.6% | +4.9% | -5.5% | -0.8% |
| 3M | +1.9% | +29.3% | -27.4% | +0.8% |
| 6M | -0.2% | -11.3% | +11.1% | +6.4% |
| All | -0.2% | -13.1% | +13.0% | +6.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling