+20.0%
FXI vs GEN
+156.5%
-136.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.7% |
| 7D | -1.9% | -0.8% | -1.1% | -1.8% |
| 30D | -0.6% | +31.2% | -31.8% | -4.4% |
| 3M | -4.9% | +6.1% | -10.9% | -6.1% |
| 6M | -8.8% | +38.1% | -46.9% | -13.3% |
| YTD | -10.7% | +14.4% | -25.1% | -13.3% |
| 1Y | -15.2% | +15.1% | -30.4% | -17.8% |
| 3Y | +42.5% | +68.5% | -26.0% | +30.4% |
| 5Y | -7.8% | +35.8% | -43.6% | -15.4% |
| 10Y | +20.0% | +155.4% | -135.4% | -7.7% |
| All | +20.0% | +156.5% | -136.5% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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