-7.0%
FXI vs DVA
+40.8%
-47.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | -3.7% | +1.7% | -5.4% | -3.9% |
| 3M | -0.4% | -8.7% | +8.3% | +0.2% |
| 6M | -5.4% | +19.7% | -25.1% | -8.0% |
| YTD | -9.6% | +59.6% | -69.2% | -15.4% |
| 1Y | -11.9% | +37.1% | -49.0% | -16.0% |
| 3Y | +37.8% | +89.8% | -51.9% | +23.8% |
| 5Y | -7.0% | +47.4% | -54.4% | -12.7% |
| All | -7.0% | +40.8% | -47.9% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling