+209.9%
FXI vs DGX
+663.5%
-453.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -2.8% | -2.2% | -0.6% | -1.9% |
| 30D | -5.3% | -0.9% | -4.4% | -5.0% |
| 3M | +0.3% | +15.6% | -15.2% | -6.0% |
| 6M | -4.6% | +17.8% | -22.4% | -11.7% |
| YTD | -9.1% | +37.5% | -46.5% | -21.7% |
| 1Y | -12.0% | +31.2% | -43.1% | -22.9% |
| 3Y | +38.6% | +96.6% | -57.9% | -1.0% |
| 5Y | -6.6% | +64.9% | -71.5% | -29.5% |
| 10Y | +15.0% | +254.6% | -239.6% | -47.0% |
| All | +209.9% | +663.5% | -453.6% | -14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling