+15.0%
FXI vs JD
+14.7%
+0.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.2% |
| 7D | -2.8% | -3.0% | +0.2% | -1.5% |
| 30D | -5.3% | -19.3% | +14.0% | +3.7% |
| 3M | +0.3% | -6.0% | +6.4% | +2.8% |
| 6M | -4.6% | +1.8% | -6.4% | -6.0% |
| YTD | -9.1% | -2.6% | -6.5% | -8.9% |
| 1Y | -12.0% | -17.4% | +5.5% | -5.5% |
| 3Y | +38.6% | -8.6% | +47.3% | +36.9% |
| 5Y | -6.6% | -61.6% | +55.0% | +20.8% |
| 10Y | +15.0% | +16.9% | -1.8% | +1.7% |
| All | +15.0% | +14.7% | +0.3% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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