+221.8%
FXI vs FDS
+1,037.6%
-815.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.5% | +5.0% | +3.1% |
| 7D | +1.0% | -1.9% | +2.9% | +1.8% |
| 30D | -0.6% | +9.0% | -9.6% | -4.7% |
| 3M | +1.9% | +18.9% | -16.9% | -7.5% |
| 6M | -0.2% | +35.1% | -35.3% | -16.6% |
| YTD | -5.6% | +5.5% | -11.1% | -12.6% |
| 1Y | -4.7% | -16.8% | +12.1% | -2.1% |
| 3Y | +38.0% | -28.1% | +66.1% | +48.8% |
| 5Y | -2.7% | -17.4% | +14.7% | -5.5% |
| 10Y | +19.9% | +85.4% | -65.5% | -33.4% |
| All | +221.8% | +1,037.6% | -815.8% | -35.5% |
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