-16.1%
FXI vs DRI
+34.4%
-50.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -4.2% | +1.1% | -5.3% | -4.3% |
| 30D | -1.1% | +9.7% | -10.8% | -1.9% |
| 3M | -4.0% | +3.2% | -7.1% | -4.4% |
| 6M | -11.8% | +20.6% | -32.4% | -13.3% |
| YTD | -11.9% | +28.3% | -40.2% | -14.8% |
| 1Y | -16.1% | +34.5% | -50.7% | -19.7% |
| All | -16.1% | +34.4% | -50.6% | -19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling