+40.5%
FXI vs DRI
+56.7%
-16.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.6% | -2.2% |
| 7D | -1.0% | -1.2% | +0.3% | -0.8% |
| 30D | -3.2% | -0.4% | -2.8% | -3.2% |
| 3M | +1.7% | +9.5% | -7.8% | +0.3% |
| 6M | -1.6% | +6.5% | -8.0% | -2.6% |
| YTD | -7.9% | +18.4% | -26.3% | -10.5% |
| 1Y | -9.6% | +4.2% | -13.8% | -10.6% |
| 3Y | +40.5% | +57.1% | -16.6% | +28.7% |
| All | +40.5% | +56.7% | -16.2% | +28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling