+200.3%
FXI vs FDS
+1,149.6%
-949.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.9% |
| 7D | -4.2% | -2.6% | -1.6% | -3.2% |
| 30D | -2.0% | +14.1% | -16.1% | -8.0% |
| 3M | -5.0% | +19.8% | -24.7% | -13.4% |
| 6M | -9.6% | +55.0% | -64.6% | -28.9% |
| YTD | -11.9% | +15.9% | -27.8% | -22.5% |
| 1Y | -16.7% | +24.2% | -40.8% | -29.5% |
| 3Y | +40.6% | -24.0% | +64.7% | +47.2% |
| 5Y | -9.1% | -23.3% | +14.3% | -7.9% |
| 10Y | +18.4% | +128.0% | -109.6% | -41.4% |
| All | +200.3% | +1,149.6% | -949.4% | -42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling