+33.6%
FXI vs JD
+48.3%
-14.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.3% | +0.8% |
| 7D | +1.0% | -1.7% | +2.7% | +1.7% |
| 30D | -0.6% | -13.2% | +12.6% | +5.1% |
| 3M | +1.9% | -3.2% | +5.1% | +3.0% |
| 6M | -0.2% | +15.2% | -15.4% | -6.5% |
| YTD | -5.6% | +2.0% | -7.6% | -7.1% |
| 1Y | -4.7% | -5.4% | +0.7% | -3.6% |
| 3Y | +38.0% | -9.1% | +47.1% | +37.0% |
| 5Y | -2.7% | -59.6% | +56.9% | +21.8% |
| 10Y | +19.9% | +26.2% | -6.3% | +0.9% |
| All | +33.6% | +48.3% | -14.7% | +12.6% |
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