+0.6%
FXI vs DT
+101.6%
-101.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.9% |
| 7D | -2.8% | -2.5% | -0.3% | -2.3% |
| 30D | -3.7% | +3.5% | -7.2% | -4.5% |
| 3M | -0.4% | +26.7% | -27.1% | -5.7% |
| 6M | -5.4% | +36.1% | -41.6% | -12.6% |
| YTD | -9.6% | +18.6% | -28.3% | -14.3% |
| 1Y | -11.9% | +7.9% | -19.8% | -14.9% |
| 3Y | +37.8% | +8.6% | +29.3% | +30.5% |
| 5Y | -7.0% | -26.7% | +19.6% | -8.9% |
| All | +0.6% | +101.6% | -101.0% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling