+67.3%
DVN vs FXI
+17.1%
+50.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | +4.5% | -3.9% | +8.4% | +6.5% |
| 30D | +12.0% | -2.1% | +14.1% | +13.1% |
| 3M | +13.4% | -0.5% | +13.9% | +13.3% |
| 6M | +12.1% | -4.5% | +16.6% | +13.6% |
| YTD | +38.8% | -9.2% | +48.1% | +44.0% |
| 1Y | +46.0% | -13.8% | +59.8% | +55.2% |
| 3Y | +9.5% | +36.6% | -27.1% | -13.4% |
| 5Y | +125.3% | -6.7% | +131.9% | +122.9% |
| All | +67.3% | +17.1% | +50.2% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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