+14.7%
FXI vs DLR
+177.5%
-162.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | 0.0% |
| 7D | -3.9% | +0.1% | -4.0% | -3.9% |
| 30D | -2.1% | -4.3% | +2.2% | -1.2% |
| 3M | -0.5% | +3.8% | -4.3% | -1.8% |
| 6M | -4.5% | +5.8% | -10.4% | -6.3% |
| YTD | -9.2% | +23.5% | -32.8% | -14.2% |
| 1Y | -13.8% | +11.1% | -24.9% | -16.5% |
| 3Y | +36.6% | +57.9% | -21.3% | +19.1% |
| 5Y | -6.7% | +44.0% | -50.6% | -18.6% |
| All | +14.7% | +177.5% | -162.8% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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