+19.1%
FXI vs DOC
+15.7%
+3.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | +5.7% | +6.5% | -0.8% | +4.1% |
| 30D | +4.6% | +9.2% | -4.6% | +2.3% |
| 3M | -2.8% | -2.5% | -0.3% | -2.3% |
| 6M | -6.1% | +7.1% | -13.1% | -8.0% |
| YTD | -8.0% | +33.0% | -41.0% | -15.1% |
| 1Y | -11.3% | +23.3% | -34.6% | -16.6% |
| 3Y | +42.6% | +44.9% | -2.3% | +27.2% |
| 5Y | -0.1% | -21.6% | +21.5% | +2.2% |
| All | +19.1% | +15.7% | +3.3% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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