-6.5%
FXI vs DTE
+30.3%
-36.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.6% |
| 7D | -3.9% | -2.6% | -1.3% | -3.5% |
| 30D | -2.1% | -4.4% | +2.3% | -1.5% |
| 3M | -0.5% | -8.3% | +7.9% | +0.6% |
| 6M | -4.5% | -8.1% | +3.5% | -3.6% |
| YTD | -9.2% | +4.4% | -13.7% | -10.4% |
| 1Y | -13.8% | +0.2% | -14.0% | -14.3% |
| 3Y | +36.6% | +42.6% | -6.0% | +27.8% |
| All | -6.5% | +30.3% | -36.8% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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