-1.9%
FXI vs DT
+75.7%
-77.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -4.2% | +3.1% | -7.3% | -4.8% |
| 30D | -1.1% | -29.5% | +28.4% | +5.6% |
| 3M | -4.0% | -11.7% | +7.8% | -2.3% |
| 6M | -11.8% | +29.0% | -40.8% | -17.7% |
| YTD | -11.9% | +3.4% | -15.3% | -14.7% |
| 1Y | -16.1% | -4.2% | -11.9% | -17.4% |
| 3Y | +38.8% | -12.8% | +51.6% | +37.0% |
| 5Y | -9.1% | -39.6% | +30.5% | -7.6% |
| All | -1.9% | +75.7% | -77.6% | -24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling