-2.8%
FXI vs DUOL
+9.2%
-12.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.3% | +1.9% |
| 7D | +1.0% | +5.1% | -4.0% | +0.4% |
| 30D | -0.6% | +14.1% | -14.7% | -2.4% |
| 3M | +1.9% | +41.5% | -39.6% | -2.9% |
| 6M | -0.2% | +60.6% | -60.8% | -6.9% |
| YTD | -5.6% | -12.0% | +6.4% | -5.4% |
| 1Y | -4.7% | -43.4% | +38.7% | +0.2% |
| 3Y | +38.0% | +3.7% | +34.3% | +22.3% |
| 5Y | -2.7% | -5.3% | +2.6% | -24.1% |
| All | -2.8% | +9.2% | -12.0% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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