-13.8%
FXI vs DLR
+11.7%
-25.5%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.1% |
| 7D | -3.9% | +0.1% | -4.0% | -3.9% |
| 30D | -2.1% | -4.3% | +2.2% | -1.4% |
| 3M | -0.5% | +3.8% | -4.3% | -1.8% |
| 6M | -4.5% | +5.8% | -10.4% | -6.2% |
| YTD | -9.2% | +23.5% | -32.8% | -13.5% |
| 1Y | -13.8% | +11.1% | -24.9% | -15.3% |
| All | -13.8% | +11.7% | -25.5% | -15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling