+40.5%
FXI vs DLR
+57.6%
-17.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.0% | -2.6% |
| 7D | -1.0% | +3.4% | -4.4% | -1.5% |
| 30D | -3.2% | -2.2% | -1.0% | -2.9% |
| 3M | +1.7% | +4.7% | -3.0% | +0.5% |
| 6M | -1.6% | +9.0% | -10.6% | -3.4% |
| YTD | -7.9% | +24.1% | -32.0% | -11.7% |
| 1Y | -9.6% | +20.9% | -30.6% | -13.0% |
| 3Y | +40.5% | +60.0% | -19.6% | +24.6% |
| All | +40.5% | +57.6% | -17.1% | +24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling