+209.9%
FXI vs DTE
+797.9%
-588.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.8% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | -5.3% | -0.5% | -4.8% | -5.1% |
| 3M | +0.3% | -6.0% | +6.4% | +3.3% |
| 6M | -4.6% | -7.2% | +2.6% | -1.4% |
| YTD | -9.1% | +7.2% | -16.3% | -13.7% |
| 1Y | -12.0% | +4.1% | -16.0% | -15.2% |
| 3Y | +38.6% | +46.9% | -8.2% | +6.4% |
| 5Y | -6.6% | +32.9% | -39.5% | -26.3% |
| 10Y | +15.0% | +144.5% | -129.5% | -50.8% |
| All | +209.9% | +797.9% | -588.0% | -63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling