-15.0%
FXI vs DOCS
-21.0%
+6.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.2% |
| 7D | +5.7% | -0.8% | +6.4% | +5.7% |
| 30D | +4.6% | +17.4% | -12.8% | +3.1% |
| 3M | -2.8% | +57.4% | -60.1% | -7.1% |
| 6M | -6.1% | +26.5% | -32.6% | -9.0% |
| YTD | -8.0% | -26.6% | +18.5% | -6.6% |
| 1Y | -11.3% | -48.1% | +36.7% | -7.0% |
| 3Y | +42.6% | +52.6% | -10.0% | +27.3% |
| 5Y | -0.1% | -52.1% | +52.0% | -3.8% |
| All | -15.0% | -21.0% | +6.1% | -20.8% |
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