-7.0%
FXI vs FDS
-28.1%
+21.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.8% | +5.2% | +0.2% |
| 7D | -2.8% | -16.0% | +13.2% | -0.6% |
| 30D | -3.7% | -6.7% | +3.1% | -2.9% |
| 3M | -0.4% | +6.0% | -6.4% | -1.7% |
| 6M | -5.4% | +25.1% | -30.5% | -9.7% |
| YTD | -9.6% | -8.1% | -1.5% | -8.1% |
| 1Y | -11.9% | -26.0% | +14.1% | -5.5% |
| 3Y | +37.8% | -36.4% | +74.3% | +51.4% |
| 5Y | -7.0% | -27.7% | +20.7% | -4.9% |
| All | -7.0% | -28.1% | +21.1% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling