+15.0%
FXI vs DRI
+348.4%
-333.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.4% | -1.0% |
| 7D | -2.8% | -4.8% | +2.0% | -1.9% |
| 30D | -5.3% | -3.9% | -1.4% | -4.7% |
| 3M | +0.3% | +5.1% | -4.7% | -0.8% |
| 6M | -4.6% | +5.5% | -10.1% | -5.9% |
| YTD | -9.1% | +16.5% | -25.6% | -12.2% |
| 1Y | -12.0% | +2.0% | -14.0% | -12.9% |
| 3Y | +38.6% | +54.5% | -15.9% | +25.2% |
| 5Y | -6.6% | +66.6% | -73.2% | -17.8% |
| 10Y | +15.0% | +353.6% | -338.6% | -15.5% |
| All | +15.0% | +348.4% | -333.4% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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