+208.1%
FXI vs DHI
+712.1%
-504.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | +0.1% |
| 7D | -2.8% | -6.1% | +3.3% | -1.1% |
| 30D | -3.7% | -10.1% | +6.4% | -0.8% |
| 3M | -0.4% | -7.3% | +6.9% | +1.1% |
| 6M | -5.4% | -6.1% | +0.7% | -4.8% |
| YTD | -9.6% | -5.0% | -4.6% | -9.6% |
| 1Y | -11.9% | -22.1% | +10.2% | -7.3% |
| 3Y | +37.8% | +19.2% | +18.6% | +23.7% |
| 5Y | -7.0% | +59.4% | -66.5% | -25.7% |
| 10Y | +14.3% | +401.8% | -387.5% | -41.2% |
| All | +208.1% | +712.1% | -504.1% | -2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling