+217.0%
FXI vs DLR
+3,477.6%
-3,260.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.5% |
| 7D | -1.9% | -2.0% | +0.1% | -1.3% |
| 30D | -0.6% | +0.5% | -1.2% | -1.1% |
| 3M | -4.9% | -4.4% | -0.5% | -3.7% |
| 6M | -8.8% | -6.4% | -2.3% | -7.6% |
| YTD | -10.7% | +19.5% | -30.2% | -18.2% |
| 1Y | -15.2% | +10.5% | -25.8% | -20.0% |
| 3Y | +42.5% | +54.0% | -11.5% | +13.5% |
| 5Y | -7.8% | +39.7% | -47.5% | -26.1% |
| 10Y | +20.0% | +189.5% | -169.5% | -37.0% |
| All | +217.0% | +3,477.6% | -3,260.6% | -43.5% |
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