+210.2%
FXI vs DOC
+184.4%
+25.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.1% | +1.1% | +2.9% |
| 7D | +6.6% | +8.7% | -2.2% | +2.9% |
| 30D | +2.2% | +7.6% | -5.5% | -1.0% |
| 3M | -4.7% | -5.3% | +0.5% | -2.9% |
| 6M | -4.7% | +27.6% | -32.3% | -15.1% |
| YTD | -9.0% | +32.4% | -41.4% | -20.6% |
| 1Y | -10.5% | +22.9% | -33.4% | -19.5% |
| 3Y | +41.6% | +43.1% | -1.5% | +16.1% |
| 5Y | -2.8% | -21.4% | +18.6% | +1.5% |
| 10Y | +21.5% | +16.8% | +4.6% | -6.4% |
| All | +210.2% | +184.4% | +25.9% | +36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling