-15.0%
FXI vs DOCS
-19.4%
+4.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.3% | +5.3% | +1.4% |
| 7D | +6.9% | -1.3% | +8.2% | +7.0% |
| 30D | +3.5% | +19.4% | -15.9% | +1.8% |
| 3M | -3.2% | +53.4% | -56.6% | -7.3% |
| 6M | -3.5% | +28.8% | -32.3% | -6.7% |
| YTD | -8.1% | -25.1% | +17.0% | -6.8% |
| 1Y | -10.5% | -48.1% | +37.6% | -6.1% |
| 3Y | +43.0% | +51.4% | -8.3% | +27.9% |
| 5Y | -0.1% | -51.1% | +51.0% | -4.0% |
| All | -15.0% | -19.4% | +4.4% | -21.0% |
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