+42.6%
FXI vs DOC
+43.2%
-0.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.3% | +1.1% |
| 7D | +6.9% | +6.2% | +0.7% | +5.6% |
| 30D | +3.5% | +6.5% | -3.0% | +2.1% |
| 3M | -3.2% | -6.2% | +3.1% | -2.0% |
| 6M | -3.5% | +25.6% | -29.1% | -8.6% |
| YTD | -8.1% | +32.1% | -40.1% | -14.1% |
| 1Y | -10.5% | +20.3% | -30.8% | -14.6% |
| All | +42.6% | +43.2% | -0.6% | +30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling