+9.5%
DVN vs FXI
+36.3%
-26.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +4.5% | -3.9% | +8.4% | +5.4% |
| 30D | +12.0% | -2.1% | +14.1% | +12.5% |
| 3M | +13.4% | -0.5% | +13.9% | +13.4% |
| 6M | +12.1% | -4.5% | +16.6% | +12.8% |
| YTD | +38.8% | -9.2% | +48.1% | +41.4% |
| 1Y | +46.0% | -13.8% | +59.8% | +50.7% |
| 3Y | +9.5% | +36.6% | -27.1% | +3.2% |
| All | +9.5% | +36.3% | -26.8% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling