-18.5%
FXI vs DOCS
-19.0%
+0.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -4.2% | +2.6% | -6.8% | -4.4% |
| 30D | -1.1% | +11.4% | -12.6% | -2.1% |
| 3M | -4.0% | +25.4% | -29.3% | -6.0% |
| 6M | -11.8% | +42.5% | -54.4% | -15.4% |
| YTD | -11.9% | -24.7% | +12.8% | -10.7% |
| 1Y | -16.1% | -32.9% | +16.8% | -14.1% |
| 3Y | +38.8% | +39.6% | -0.8% | +25.8% |
| 5Y | -9.1% | -54.6% | +45.6% | -12.3% |
| All | -18.5% | -19.0% | +0.5% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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