-6.6%
FXI vs DT
-28.0%
+21.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | -2.8% | -0.5% | -2.3% | -2.7% |
| 30D | -5.3% | +0.1% | -5.4% | -5.5% |
| 3M | +0.3% | +24.1% | -23.8% | -4.6% |
| 6M | -4.6% | +30.1% | -34.7% | -11.0% |
| YTD | -9.1% | +16.8% | -25.8% | -13.4% |
| 1Y | -12.0% | -0.1% | -11.9% | -13.0% |
| 3Y | +38.6% | +6.8% | +31.8% | +31.5% |
| 5Y | -6.6% | -28.4% | +21.8% | -12.0% |
| All | -6.6% | -28.0% | +21.4% | -12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling