-6.5%
FXI vs DGX
+66.8%
-73.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.2% |
| 7D | -3.9% | -0.9% | -3.0% | -3.7% |
| 30D | -2.1% | -1.2% | -0.9% | -1.9% |
| 3M | -0.5% | +15.8% | -16.2% | -2.7% |
| 6M | -4.5% | +18.2% | -22.7% | -7.1% |
| YTD | -9.2% | +37.2% | -46.5% | -14.1% |
| 1Y | -13.8% | +30.4% | -44.1% | -17.8% |
| 3Y | +36.6% | +96.7% | -60.1% | +18.8% |
| All | -6.5% | +66.8% | -73.3% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 5y: compounded portfolio wealth divided by compounded DGX 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…
5y analysis · Full analysis span regression · 6 months rolling