-3.9%
FXI vs DRI
+73.5%
-77.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.1% | +1.6% |
| 7D | +1.0% | +0.6% | +0.5% | +0.9% |
| 30D | -0.6% | +3.8% | -4.4% | -1.5% |
| 3M | +1.9% | +13.0% | -11.1% | -1.3% |
| 6M | -0.2% | +8.3% | -8.5% | -2.5% |
| YTD | -5.6% | +20.6% | -26.2% | -10.6% |
| 1Y | -4.7% | +6.5% | -11.1% | -6.9% |
| 3Y | +38.0% | +53.7% | -15.7% | +19.4% |
| All | -3.9% | +73.5% | -77.4% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling