+21.7%
FXI vs JD
+33.2%
-11.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +3.7% | +5.2% | -1.5% | +1.4% |
| 30D | +0.5% | +4.5% | -4.0% | -1.5% |
| 3M | -5.7% | -15.4% | +9.7% | +1.1% |
| 6M | -6.9% | -6.0% | -0.9% | -4.9% |
| YTD | -9.5% | +2.2% | -11.6% | -11.2% |
| 1Y | -14.0% | -6.7% | -7.4% | -12.4% |
| 3Y | +44.5% | +20.5% | +24.0% | +27.3% |
| 5Y | -2.8% | -58.4% | +55.6% | +21.8% |
| All | +21.7% | +33.2% | -11.5% | +5.1% |
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