+14.7%
FXI vs DHI
+414.5%
-399.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.1% |
| 7D | -3.9% | -3.4% | -0.5% | -3.2% |
| 30D | -2.1% | -5.4% | +3.3% | -1.0% |
| 3M | -0.5% | -10.4% | +10.0% | +1.4% |
| 6M | -4.5% | -2.8% | -1.8% | -4.8% |
| YTD | -9.2% | -3.4% | -5.8% | -9.6% |
| 1Y | -13.8% | -22.9% | +9.1% | -10.1% |
| 3Y | +36.6% | +20.7% | +15.9% | +25.1% |
| 5Y | -6.7% | +62.1% | -68.8% | -22.3% |
| All | +14.7% | +414.5% | -399.8% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 10y: compounded portfolio wealth divided by compounded DHI 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…
10y analysis · Full analysis span regression · 6 months rolling