-1.2%
FXI vs JD
-58.0%
+56.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | +0.4% |
| 7D | +4.4% | +7.9% | -3.5% | +0.5% |
| 30D | +1.2% | +4.8% | -3.5% | -1.2% |
| 3M | -4.2% | -13.9% | +9.7% | +2.8% |
| 6M | -6.2% | -5.8% | -0.4% | -4.1% |
| YTD | -8.8% | +2.4% | -11.2% | -11.0% |
| 1Y | -11.6% | -7.5% | -4.1% | -9.4% |
| 3Y | +45.1% | +20.9% | +24.3% | +24.0% |
| 5Y | -1.2% | -58.0% | +56.8% | +21.4% |
| All | -1.2% | -58.0% | +56.8% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling