+17.9%
FXI vs DG
+606.1%
-588.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.3% |
| 7D | +1.0% | +8.4% | -7.4% | -0.2% |
| 30D | -0.6% | +4.9% | -5.5% | -1.3% |
| 3M | +1.9% | +29.3% | -27.4% | -2.2% |
| 6M | -0.2% | -11.3% | +11.1% | +1.2% |
| YTD | -5.6% | +1.8% | -7.3% | -6.4% |
| 1Y | -4.7% | +25.3% | -30.0% | -8.9% |
| 3Y | +38.0% | +9.1% | +28.9% | +31.0% |
| 5Y | -2.7% | -34.9% | +32.2% | +0.4% |
| 10Y | +19.9% | +108.2% | -88.2% | -6.4% |
| All | +17.9% | +606.1% | -588.1% | -36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling