+221.8%
FXI vs DRI
+1,726.3%
-1,504.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.1% | +1.7% |
| 7D | +1.0% | +0.6% | +0.5% | +0.8% |
| 30D | -0.6% | +3.8% | -4.4% | -1.9% |
| 3M | +1.9% | +13.0% | -11.1% | -2.4% |
| 6M | -0.2% | +8.3% | -8.5% | -3.4% |
| YTD | -5.6% | +20.6% | -26.2% | -12.1% |
| 1Y | -4.7% | +6.5% | -11.1% | -7.8% |
| 3Y | +38.0% | +53.7% | -15.7% | +15.8% |
| 5Y | -2.7% | +72.7% | -75.3% | -22.9% |
| 10Y | +19.9% | +363.2% | -343.2% | -44.3% |
| All | +221.8% | +1,726.3% | -1,504.5% | -25.0% |
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