-1.2%
FXI vs FDS
-23.2%
+22.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.8% |
| 7D | +4.4% | -5.0% | +9.3% | +5.1% |
| 30D | +1.2% | +13.8% | -12.5% | -0.6% |
| 3M | -4.2% | +14.8% | -19.0% | -6.2% |
| 6M | -6.2% | +47.4% | -53.6% | -12.1% |
| YTD | -8.8% | +14.2% | -23.0% | -10.0% |
| 1Y | -11.6% | +26.6% | -38.3% | -15.3% |
| 3Y | +45.1% | -24.4% | +69.6% | +57.3% |
| 5Y | -1.2% | -22.6% | +21.5% | +0.8% |
| All | -1.2% | -23.2% | +22.0% | +0.8% |
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