+14.7%
FXI vs DVA
+187.8%
-173.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -3.9% | -1.3% | -2.5% | -3.7% |
| 30D | -2.1% | 0.0% | -2.1% | -2.1% |
| 3M | -0.5% | -10.9% | +10.5% | +0.8% |
| 6M | -4.5% | +17.3% | -21.8% | -7.7% |
| YTD | -9.2% | +59.8% | -69.0% | -16.8% |
| 1Y | -13.8% | +36.3% | -50.0% | -19.0% |
| 3Y | +36.6% | +88.6% | -52.0% | +19.0% |
| 5Y | -6.7% | +47.5% | -54.2% | -16.9% |
| All | +14.7% | +187.8% | -173.1% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 10y: compounded portfolio wealth divided by compounded DVA 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…
10y analysis · Full analysis span regression · 6 months rolling