+204.2%
FXI vs DRI
+1,843.6%
-1,639.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | -1.9% | -0.7% | -1.2% | -1.7% |
| 30D | -0.6% | +14.7% | -15.3% | -5.0% |
| 3M | -4.9% | +5.4% | -10.3% | -6.8% |
| 6M | -8.8% | +18.8% | -27.6% | -14.4% |
| YTD | -10.7% | +28.4% | -39.1% | -18.7% |
| 1Y | -15.2% | +37.7% | -52.9% | -24.6% |
| 3Y | +42.5% | +68.0% | -25.5% | +16.1% |
| 5Y | -7.8% | +78.8% | -86.6% | -27.6% |
| 10Y | +20.0% | +334.2% | -314.2% | -42.1% |
| All | +204.2% | +1,843.6% | -1,639.4% | -30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling