+29.0%
FXI vs JD
+48.9%
-19.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | +0.2% |
| 7D | +4.4% | +7.9% | -3.5% | +1.2% |
| 30D | +1.2% | +4.8% | -3.5% | -0.7% |
| 3M | -4.2% | -13.9% | +9.7% | +1.6% |
| 6M | -6.2% | -5.8% | -0.4% | -4.4% |
| YTD | -8.8% | +2.4% | -11.2% | -10.5% |
| 1Y | -11.6% | -7.5% | -4.1% | -9.7% |
| 3Y | +45.1% | +20.9% | +24.3% | +29.3% |
| 5Y | -1.2% | -58.0% | +56.8% | +22.2% |
| 10Y | +20.1% | +28.9% | -8.8% | +0.4% |
| All | +29.0% | +48.9% | -19.9% | +8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling