+114.9%
DVN vs FXI
+209.6%
-94.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.9% |
| 7D | -0.1% | -2.8% | +2.7% | +1.4% |
| 30D | +8.0% | -5.3% | +13.3% | +11.2% |
| 3M | +11.9% | +0.3% | +11.6% | +11.4% |
| 6M | +10.6% | -4.6% | +15.2% | +12.3% |
| YTD | +35.4% | -9.1% | +44.5% | +40.8% |
| 1Y | +46.5% | -12.0% | +58.4% | +54.6% |
| 3Y | +3.0% | +38.6% | -35.7% | -20.7% |
| 5Y | +120.5% | -6.6% | +127.1% | +100.5% |
| 10Y | +62.5% | +15.0% | +47.4% | +33.3% |
| All | +114.9% | +209.6% | -94.7% | -25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling