+20.3%
FXI vs FDS
+127.5%
-107.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +3.7% | -2.0% | +5.7% | +4.2% |
| 30D | +0.5% | +13.5% | -13.0% | -2.6% |
| 3M | -5.7% | +15.2% | -20.9% | -9.3% |
| 6M | -6.9% | +47.0% | -53.9% | -16.8% |
| YTD | -9.5% | +13.9% | -23.3% | -13.8% |
| 1Y | -14.0% | +25.2% | -39.2% | -20.8% |
| 3Y | +44.5% | -25.3% | +69.9% | +54.3% |
| 5Y | -2.8% | -23.3% | +20.5% | +1.1% |
| 10Y | +20.3% | +126.0% | -105.7% | -14.7% |
| All | +20.3% | +127.5% | -107.1% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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