+212.9%
FXI vs DLR
+3,455.1%
-3,242.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.7% |
| 7D | -4.2% | +3.3% | -7.5% | -5.5% |
| 30D | -1.1% | +4.6% | -5.7% | -3.1% |
| 3M | -4.0% | -8.3% | +4.3% | -1.2% |
| 6M | -11.8% | -5.6% | -6.2% | -11.0% |
| YTD | -11.9% | +18.7% | -30.6% | -19.1% |
| 1Y | -16.1% | +17.1% | -33.2% | -22.6% |
| 3Y | +38.8% | +54.4% | -15.6% | +10.4% |
| 5Y | -9.1% | +36.5% | -45.6% | -26.4% |
| 10Y | +18.4% | +187.7% | -169.3% | -37.7% |
| All | +212.9% | +3,455.1% | -3,242.2% | -44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling