+20.3%
FXI vs DRI
+343.2%
-322.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +3.7% | +4.2% | -0.5% | +2.9% |
| 30D | +0.5% | +15.7% | -15.2% | -2.3% |
| 3M | -5.7% | +5.8% | -11.5% | -6.8% |
| 6M | -6.9% | +18.4% | -25.3% | -10.2% |
| YTD | -9.5% | +28.2% | -37.7% | -14.2% |
| 1Y | -14.0% | +35.9% | -49.9% | -19.5% |
| 3Y | +44.5% | +67.7% | -23.2% | +28.3% |
| 5Y | -2.8% | +77.9% | -80.7% | -15.6% |
| 10Y | +20.3% | +338.7% | -318.4% | -11.9% |
| All | +20.3% | +343.2% | -322.9% | -11.9% |
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